Analysis of the Expected Shortfall of Aggregate Dependent...

Astin Bulletin 2005 / 05 Vol. 35; Iss. 1

Analysis of the Expected Shortfall of Aggregate Dependent Risks

Alink, Stan, Löwe, Matthias, Wüthrich, Mario V.
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Volume:
35
Language:
english
Journal:
ASTIN Bulletin
DOI:
10.1017/s0515036100014045
Date:
May, 2005
File:
PDF, 307 KB
english, 2005
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