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 : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 2, p. 449-457
|