Risk capital decomposition for a multivariate dependent gamma portfolio
| Year of publication: |
2005
|
|---|---|
| Authors: | Furman, Edward ; Landsman, Zinoviy |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 3, p. 635-649
|
| Publisher: |
Elsevier |