On the distribution tail of an integrated risk model : a numerical approach
M. Brokate; C. Klüppelberg; R. Kostadinova; R. Maller; R. C. Seydel
| Year of publication: |
2008
|
|---|---|
| Authors: | Brokate, M. ; Klüppelberg, C. ; Kostadinova, R. ; Maller, R. ; Seydel, R. C. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 101-106
|
| Subject: | Risikomaß | Risk measure | Finanzmathematik | Mathematical finance |
| Extent: | graph. Darst. |
|---|---|
| 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/10003681676