Dual Uniqueness in Capital Allocation under Expected Shortfall: A Coherent Foundation for InsurTech and Proof-of-Risk-Retention

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Julian Fong Chuan Yu
DOI: 10.2139/ssrn.5831382
Cited by: 0

Fields of Study & Subjects

Risk and Portfolio Optimization Insurance and Financial Risk Management Credit Risk and Financial Regulations

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint