Second-order expansions of the risk concentration based on CTE
Year of publication: |
2012
|
---|---|
Authors: | Mao, Tiantian ; Lv, Wenhua ; Hu, Taizhong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 2, p. 449-456
|
Subject: | Theorie | Theory | Risiko | Risk | Unternehmenskonzentration | Market concentration |
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