Bounds on the value-at-risk for the sum of possibly dependent risks
Year of publication: |
2005
|
---|---|
Authors: | Mesfioui, Mhamed ; Quessy, Jean-Francois |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 1, p. 135-151
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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