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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Distributional compatibility for change of measures
Shen, Jie
;
Shen, Yi
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 761-794
Persistent link: https://www.econbiz.de/10012023773
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