After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures
| Year of publication: |
2006
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| Authors: | Dowd, Kevin ; Blake, David |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 73.2006, 2, p. 193-230
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