Using copulae to bound the Value-at-Risk for functions of dependent risks
| Year of publication: |
2003
|
|---|---|
| Authors: | Embrechts, Paul ; Höing, Andrea ; Juri, Alessandro |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 2, p. 145-168
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