Worst VaR scenarios
| Year of publication: |
2005
|
|---|---|
| Authors: | Embrechts, Paul ; Hoing, Andrea ; Puccetti, Giovanni |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 1, p. 115-134
|
| Publisher: |
Elsevier |