Essays about: "elliptical distri-bution"
Found 1 essay containing the words elliptical distri-bution.
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1. Risk contribution and its application in asset and risk management for life insurance
University essay from KTH/Matematisk statistikAbstract : In risk management one important aspect is the allocation of total portfolio risk into its components. This can be done by measuring each components' risk contribution relative to the total risk, taking into account the covariance between components. READ MORE
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