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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~person:"Hürlimann, Werner"
~subject:"Conditional value at risk"
~subject:"Measurement"
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Conditional value at risk
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Astin bulletin : the journal of the International Actuarial Association
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On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
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