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~isPartOf:"Finance and stochastics"
~person:"Koch Medina, Pablo"
~person:"Schmock, Uwe"
~subject:"Credit risk"
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Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
2
A generalization of Panjer's recursion and numerically stable risk aggregation
Gerhold, Stefan
;
Schmock, Uwe
;
Warnung, Richard
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 81-128
Persistent link: https://www.econbiz.de/10003924803
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