Risk Aggregation and Capital Allocation Using a New Generalized Archimedean Copula
Year of publication: |
[2021]
|
---|---|
Authors: | Marri, Fouad ; Moutanabbir, Khouzeima |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 11, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3802834 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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