An upper bound of the sum of risks : two applications of comonotonicity
Carry Mout
| Year of publication: |
2006
|
|---|---|
| Authors: | Mout, Carry |
| Publisher: |
Amsterdam : De Nederlandsche Bank |
| Subject: | estimate | sum of risks | investment | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model |
| Extent: | 18 S. graph. Darst. |
|---|---|
| Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 105 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.dnb.nl/dnb/bin/doc/Working%20Paper%20No%2E%20105-2006_tcm13-76350.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003335243