Robustness Regions for Measures of Risk Aggregation
Year of publication: |
2016
|
---|---|
Authors: | Pesenti, Silvana M. |
Other Persons: | Millossovich, Pietro (contributor) ; Tsanakas, Andreas (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Aggregation |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Dependence Modelling (Forthcoming) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 20, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2848347 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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