Large portfolio losses
Year of publication: |
2004
|
---|---|
Authors: | Dembo, Amir ; Deuschel, Jean-Dominique ; Duffie, Darrell |
Published in: |
Finance and Stochastics. - Springer. - Vol. 8.2004, 1, p. 3-16
|
Publisher: |
Springer |
Subject: | Large deviations | insurance | risk measure | portfolio loss |
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