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dc.contributor.author
Chavez-Demoulin, Valerie
dc.contributor.author
Embrechts, Paul
dc.date.accessioned
2017-06-08T22:54:52Z
dc.date.available
2017-06-08T22:54:52Z
dc.date.issued
2010
dc.identifier.issn
0361-0926
dc.identifier.issn
1532-415X
dc.identifier.other
10.1080/03610920902822670
dc.identifier.uri
http://hdl.handle.net/20.500.11850/18199
dc.language.iso
en
dc.publisher
Taylor & Francis
dc.subject
Aggregation
dc.subject
Banking regulation
dc.subject
Copula
dc.subject
Dependence
dc.subject
Extreme value theory
dc.subject
Operational risk
dc.subject
Quantile estimation
dc.subject
Value-at-risk
dc.title
Revisiting the Edge, Ten Years On
dc.type
Journal Article
ethz.journal.title
Communications in Statistics. Theory and Methods
ethz.journal.volume
39
ethz.journal.issue
8-9
ethz.pages.start
1674
ethz.pages.end
1688
ethz.notes
Received 5 March 2008, Accepted 14 February 2009.
ethz.identifier.wos
ethz.identifier.nebis
000029915
ethz.publication.place
Philadelphia
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-08T22:55:16Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c8a8ca5b97319
ethz.ecitpid
pub:30314
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T15:18:03Z
ethz.rosetta.lastUpdated
2018-10-01T07:58:58Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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