Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds, in The Fascination of Probability, Statistics and their Applications

AutorP. Embrechts, M. Podolskij, R. Stelzer, S. Thorbjørnsen
JournalSpringer (Berlin, Heidelberg, New York)
Datum1. Jan. 2016
KategorieAcademic Publications
VolumeVeraart, pp. 395-417, Springer (Berlin, Heidelberg, New York)