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~person:"Daníelsson, Jón"
~person:"Ferretti, Paola"
~subject:"Risiko"
~type:"article"
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TWO-COMPONENT EXTREME VALUE DI...
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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Risk management : a modern perspective
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Bounds for concave distortion risk measures for sums of risks
Campana, Antonella
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Ferretti, Paola
- In:
Mathematical and statistical methods in insurance and …
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(pp. 43-51)
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2008
Persistent link: https://www.econbiz.de/10003837114
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Forecasting extreme financial risk
Daníelsson, Jón
- In:
Risk management : a modern perspective
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(pp. 509-536)
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2006
Persistent link: https://www.econbiz.de/10003271617
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