Properties of a risk measure derived from ruin theory
Julien Trufin, Hansjoerg Albrecher and Michel M. Denuit
| Year of publication: |
2011
|
|---|---|
| Authors: | Trufin, Julien ; Albrecher, Hansjörg ; Denuit, Michel |
| Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 36.2011, 2, p. 174-188
|
| Subject: | VAR-Modell | VAR model | Risikomaß | Risk measure | Risiko | Risk |
| 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/10009389178