Extreme value behavior of aggregate dependent risks
Die Chen; Tiantian Mao; Xiaoqing Pan; Taizhong Hu
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Die ; Mao, Tiantian ; Pan, Xiaoqing ; Hu, Taizhong |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 99-108
|
| Subject: | Risikomaß | Risk measure | Ausreißer | Outliers | Risiko | Risk | Theorie | Theory | Aggregation | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009501695