Aggregation in einem Risikoportfolio mit Abhängigkeitsstruktur
Year of publication: |
2024
|
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Authors: | Knobloch, Ralf |
Publisher: |
Köln : ivwKöln |
Subject: | Quantitatives Risikomanagement | Value at Risk | Korrelationsmatrix | Risikoaggregation | Fréchet-Hoeffding-Schranken | Quantitative Risk Management | Correlation Matrix | Risk Aggregation,Fréchet-Hoeffding-Bounds |
Extent: | 1 Online-Ressource (circa 70 Seiten) |
---|---|
Series: | Forschung am ivwKöln. - Köln : TH Köln, ISSN 2192-8479, ZDB-ID 2899377-9. - Vol. Band 2024, 2 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | German |
Other identifiers: | 10.57684/COS-1234 [DOI] hdl:10419/284399 [Handle] |
Classification: | G - Financial Economics ; G2 - Financial Institutions and Services ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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