Aggregating risk capital, with an application to operational risk
Metadata only
Datum
2006Typ
- Journal Article
ETH Bibliographie
yes
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Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
The Geneva risk and insurance reviewBand
Seiten / Artikelnummer
Verlag
Palgrave MacmillanThema
Risk aggregation; Dependency bounds; Operational risk; Mass transportation duality theorem; Global optimizationOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Anmerkungen
Received 27 September 2005, Revised 18 July 2006.ETH Bibliographie
yes
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