Duality in risk aggregation

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Author
Hauser, Raphael
Shahverdyan, Sergey
Embrechts, Paul
Date
2015-01-10
Type
  • Conference Paper
Publication status
published
External links
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Book title
Innovations in Quantitative Risk Management: TU München, September 2013
Journal / series
Springer Proceedings in Mathematics & Statistics
Volume
99(2015)
Pages / Article No.
375 - 392
Publisher
Springer
Event
Conference on Risk Management Reloaded 2013, Garching, Germany, September 9-13, 2013
Organisational unit
03288 - Embrechts, Paul (emeritus)  
Notes
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