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isPartOf:"The VaR implementation handbook"
subject:"Risk measure"
~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Adan, Ivo"
~subject:"Value-at-Risk"
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Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Vatamidou, Eleni
;
Adan, Ivo
;
Vlasiou, Maria
;
Zwart, Bert
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 366-378
Persistent link: https://www.econbiz.de/10010195917
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