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

zbMATH Open1375.91247MaRDI QIDQ4586567FDOQ4586567

Authors: 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 (7)

• Evolutionary Multi-Criterion Optimization
• Title not available (Why is that?)
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• Measuring the coupled risks: A copula-based CVaR model

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