Aggregation of randomly weighted large risks
Alexandru V. Asimit, Enkelejd Hashorva and Dominik Kortschak
| Year of publication: |
July 2017
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|---|---|
| Authors: | Asimit, Alexandru V. ; Hashorva, Enkelejd ; Kortschak, Dominik |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 28.2017, 3, p. 403-419
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| Subject: | Davis-Resnick tail property | extreme value distribution | max-domain of attraction | Mitra-Resnick model | risk aggregation | Statistische Verteilung | Statistical distribution | Risiko | Risk | Aggregation | Theorie | Theory | Risikomaß | Risk measure | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpv020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774250