Analysis of the Expected Shortfall of Aggregate Dependent Risks

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Publication:5490577

DOI10.2143/AST.35.1.583164zbMath1101.62092OpenAlexW4235958945MaRDI QIDQ5490577

Mario V. Wütherich, Stan Alink, Matthias Loewe

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583164




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