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223739

ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS

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Last updated: 05 Jan 2025

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Abstract

This paper addresses the effect of total capital by the combining allocation in multi-line financial businesses. General results are derived in the case of multivariate Normal risks. The key result of this paper is the reduction of capital required to each risk after occurrence of combination for all risks and how to allocate that capital to risks. The allocation methodology results can be applied to financial units.

DOI

10.21608/sjcs.2007.223739

Authors

First Name

Dr. Mahmoud Farouk

Last Name

El-Said

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Volume

1

Article Issue

1

Related Issue

32002

Issue Date

2007-06-01

Receive Date

2022-03-09

Publish Date

2007-06-01

Page Start

253

Page End

268

Print ISSN

1687-8523

Online ISSN

2682-356X

Article File

SJCS_Volume 1_Issue 1_Pages 253-268.pdf

PDF . 949.4kB

Link

https://sjcs.journals.ekb.eg/article_223739.html

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https://sjcs.journals.ekb.eg/service?article_code=223739

Order

223,739

Type

المقالة الأصلية

Type Code

2,291

Publication Type

Journal

Publication Title

مجلة الشروق للعلوم التجارية

Publication Link

https://sjcs.journals.ekb.eg/

MainTitle

ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS

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Article

Created At

23 Jan 2023