Pandemic-type failures in multivariate Brownian risk models

Details

Serval ID
serval:BIB_962E6471BF29
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Pandemic-type failures in multivariate Brownian risk models
Journal
Extremes
Author(s)
Debicki Krzysztof, Hashorva Enkelejd, Kriukov Nikolai
ISSN
1386-1999
1572-915X
Publication state
In Press
Peer-reviewed
Oui
Language
english
Keywords
Economics, Econometrics and Finance (miscellaneous), Engineering (miscellaneous), Statistics and Probability
Open Access
Yes
Funding(s)
Swiss National Science Foundation / 200021-196888
Create date
23/09/2021 18:15
Last modification date
24/09/2021 5:38
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