Risk aggregation by using copulas in internal models
Tristan Nguyen; Robert Danilo Molinari
| Year of publication: |
2011
|
|---|---|
| Authors: | Nguyen, Tristan ; Molinari, Robert Danilo |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 1.2011, 3, p. 50-57
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010079599