Front Matter
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Preface
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Table of Contents
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List of Figures
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List of Tables
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Preliminary concepts on quantitative risk measurement
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Data on losses for risk evaluation
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A family of distortion risk measures
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GlueVaR and other new risk measures
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Risk measure choice
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An overview on capital allocation problems
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Capital allocation based on GlueVaR
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Capital allocation principles as compositional data
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Appendix A
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Bibliography
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Biographies of the authors
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Index
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