Risk concentration and diversification
Second-order properties
Metadata only
Date
2010-06Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Insurance: Mathematics and EconomicsVolume
Pages / Article No.
Publisher
ElsevierSubject
Diversification; Second-order regular variation; Second-order subexponentiality; Subadditivity; Value-at-RiskOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 7 October 2009, Revised 18 December 2009, Accepted 29 January 2010, Available online 8 February 2010.More
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ETH Bibliography
yes
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