On the distribution tail of an integrated risk model : a numerical approach
Year of publication: |
2008
|
---|---|
Authors: | Brokate, M. ; Klüppelberg, C. ; Kostadinova, R. ; Maller, R. ; Seydel, R. C. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 101-106
|
Subject: | Risikomaß | Risk measure | Finanzmathematik | Mathematical finance |
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