Extreme value behavior of aggregate dependent risks
Year of publication: |
2012
|
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Authors: | Chen, Die ; Mao, Tiantian ; Pan, Xiaoqing ; Hu, Taizhong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 99-108
|
Subject: | Ausreißer | Outliers | Risikomaß | Risk measure | Risiko | Risk | Aggregation | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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