Risk capital allocation: the Lorenz Set

Jens Leth Hougaard, Aleksandrs Smilgins

Abstract

Risk capital allocation problems have been widely discussed in the academic literature. We consider a company with multiple subunits having individual portfolios. Hence, when portfolios of subunits are merged, a diversification benefit arises: the risk of the company as a whole is smaller than the sum of the risks of the individual sub-units. The question is how to allocate the risk capital of the company among the subunits in a fair way. In this paper we propose to use the Lorenz set as an allocation method. We show that the Lorenz set is operational and coherent. Moreover, we propose a set of new axioms related directly to the problem of risk capital allocation and show that the Lorenz set satisfies these new axioms in contrast to other well-known coherent methods. Finally, we discuss how to deal with non-uniqueness of the Lorenz set.
Original languageEnglish
PublisherDepartment of Food and Resource Economics, University of Copenhagen
Number of pages20
Publication statusPublished - 2014
SeriesMSAP Working Paper Series
Number03/2014

Fingerprint

Dive into the research topics of 'Risk capital allocation: the Lorenz Set'. Together they form a unique fingerprint.

Cite this