A mixed approach to risk aggregation using hierarcgucak copulas
Jimmy Skoglund; Donald Erdman; Wei Chen
| Year of publication: |
2013
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|---|---|
| Authors: | Skoglund, Jimmy ; Erdman, Donald ; Chen, Wei |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 6.2012/13, 2, p. 188-205
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010117308