Change-point analysis for dependence structures in finance and insurance
Alexandra Dias and Paul Embrechts
| Year of publication: |
2004
|
|---|---|
| Authors: | Dias, Alexandra ; Embrechts, Paul |
| Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 321-335
|
| Subject: | Theorie | Theory | Versicherung | Insurance | Strukturiertes Produkt | Structured product | Risikomanagement | Risk management |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002081632