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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Di Bernardino, Elena"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Theorie"
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Risiko
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Di Bernardino, Elena
Liang, Zongxia
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Härdle, Wolfgang
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SFB 649 discussion paper
Insurance / Mathematics & economics
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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2
On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski
;
Di Bernardino, Elena
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 272-282
Persistent link: https://www.econbiz.de/10010366166
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