Worst VaR scenarios
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Publication:2567093
DOI10.1016/j.insmatheco.2005.01.006zbMath1102.91064OpenAlexW2078797709MaRDI QIDQ2567093
Andrea Höing, Paul Embrechts, Giovanni Puccetti
Publication date: 29 September 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.01.006
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