Evaluation of parameter risk via first-order approximation of distortion risk measures
Donald Erdman; Steven Major; Jacques Rioux
| Year of publication: |
2010
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|---|---|
| Authors: | Erdman, Donald ; Major, Steven ; Rioux, Jacques |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 5.2010/11, 1, p. 29-46
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911444