Open access
Datum
2013-03Typ
- Journal Article
ETH Bibliographie
yes
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Persistenter Link
https://doi.org/10.3929/ethz-b-000060417Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Annals of Actuarial ScienceBand
Seiten / Artikelnummer
Verlag
Institute of Actuaries and the Faculty of ActuariesThema
Diversification; Value-at-Risk; Heavy tails; Tail dependence; Risk subadditivity; Risk superadditivity; Multivariate regular variation; Infinite meansOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Anmerkungen
It was possible to publish this article open access thanks to a Swiss National Licence with the publisherETH Bibliographie
yes
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