Computing the value-at-risk of aggregate severities
Henryk Gzyl
| Year of publication: |
2011
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|---|---|
| Authors: | Gzyl, Henryk |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 6.2011/12, 4, p. 59-63
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911472