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N°18-48: Risk Measures Based on Benchmark Loss Distributions, V. Bignozzi, M. Burzoni, and C. Munari, 2018.
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N°18-48: Risk Measures Based on Benchmark Loss Distributions, V. Bignozzi, M. Burzoni, and C. Munari, 2018.
Author
Prof. Cosimo-Andrea Munari
,
V. Bignozzi, and M. Burzoni
Date
17 Feb. 2018
Category
Working Papers
Link
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3088423
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