Multivariate Fréchet Copulas and Conditional Value-at-Risk
Year of publication: |
2018
|
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Authors: | Hürlimann, Werner |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (20 p) |
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Series: | Mathematics Preprint Archive ; Vol. 2002, Issue 6, pp 46-65 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2002 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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