1. Coherent measures of risk;Artzner;Math. Finance,1999
2. Capital allocation and RORAC optimization under solvency 2 standard formula;Baione;Ann. Oper. Res.,2021
3. Economic capital and raroc in a dynamic model;Bauer;J. Bank. Finance,2021
4. Dynamic capital allocation with irreversible investments;Bauer;Insur. Math. Econ.,2019
5. Static and dynamic risk capital allocations with the Euler rule;Boonen;J. Risk,2019