Bounds for Functions of Dependent Risks
Year of publication: |
2006
|
---|---|
Authors: | Embrechts, Paul ; Puccetti, Giovanni |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 3, p. 341-352
|
Saved in:
Saved in favorites
Similar items by person
-
Model uncertainty and VaR aggregation
Embrechts, Paul, (2013)
-
An Academic Response to Basel 3.5
Embrechts, Paul, (2014)
-
Bounds for the sum of dependent risks having overlapping marginals
Embrechts, Paul, (2010)
- More ...