A Darwinian View on Internal Models - Research Collection

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Author

Embrechts, Paul

Date

2017-10-31

Type

Journal Article

Citations

Cited 3 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.21314/JOR.2017.394

Journal / series

Journal of Risk

Volume

20(1)

Pages / Article No.

1 - 21

Publisher

Incisive Media

Subject

Basel Committee; Internal models; Model risk; Quantitative risk management; robustness; standard models

Organisational unit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)

More

Show all metadata

Citations

Cited 3 times in Web of Science

ETH Bibliography

yes

Altmetrics