Statistics and Quantitative Risk Management for Banking and Insurance
METADATA ONLY
Loading...
Author / Producer
Date
2014-01
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
1
Pages / Article No.
493 - 514
Publisher
Annual Reviews
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Statistical methods; Risk measures; Dependence modeling; Risk aggregation; Regulatory practice
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)