The devil is in the tails
Actuarial mathematics and the subprime mortgage crisis
dc.contributor.author
Donnelly, Catherine
dc.contributor.author
Embrechts, Paul
dc.date.accessioned
2017-06-08T23:55:53Z
dc.date.available
2017-06-08T23:55:53Z
dc.date.issued
2010-05
dc.identifier.issn
0515-0361
dc.identifier.issn
1783-1350
dc.identifier.other
10.2143/AST.40.1.2049222
dc.identifier.uri
http://hdl.handle.net/20.500.11850/20517
dc.identifier.doi
10.3929/ethz-b-000020517
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Peeters
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.title
The devil is in the tails
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.title.subtitle
Actuarial mathematics and the subprime mortgage crisis
ethz.journal.title
ASTIN Bulletin
ethz.journal.volume
40
ethz.journal.issue
1
ethz.journal.abbreviated
ASTIN bull.
ethz.pages.start
1
ethz.pages.end
33
ethz.version.deposit
publishedVersion
ethz.notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
ethz.identifier.wos
ethz.identifier.nebis
003866517
ethz.publication.place
Leuven
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
2017-06-08T23:56:11Z
ethz.source
ECIT
ethz.identifier.importid
imp59364cb9c312753581
ethz.ecitpid
pub:33011
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-12T18:53:56Z
ethz.rosetta.lastUpdated
2022-03-28T08:44:53Z
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