Analysing systemic risk contribution using a closed formula for conditional value at risk through copula

Artikel › Journalartikel › 2015

Zitation

Hakwa, Brice; Jäger-Ambrozewicz, Manfred-Erich; Rüdiger, Barbara: Analysing systemic risk contribution using a closed formula for conditional value at risk through copula. In: Communications on Stochastic Analysis Volume 9, Nr. 1/2015. (2015), S. 131-158.

ISSN

0973-9599

Link

https://www.math.lsu.edu/cosa/contents.htm

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