Copula based hierarchical risk aggregation through sample reordering
| Year of publication: |
2012
|
|---|---|
| Authors: | Arbenz, Philipp ; Hummel, Christoph ; Mainik, Georg |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 1, p. 122-134
|