A general approach to integrated risk management with skewed, fat-tailed risks

zbMATH Open1375.91247MaRDI QIDQ4586567FDOQ4586567

Joshua Rosenberg, Til Schuermann

Publication date: 27 October 2017

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cited In (4)

• Evolutionary Multi-Criterion Optimization
• Title not available (Why is that?)
• Integrated risk management: risk aggregation and allocation using intelligent systems
• Aggregation of dependent risks using the Koehler-Symanowski copula function

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