Asymptotics of multivariate conditional risk measures for Gaussian risks

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Serval ID
serval:BIB_0C0B63855D64
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Asymptotics of multivariate conditional risk measures for Gaussian risks
Journal
Insurance: Mathematics and Economics
Author(s)
Ling Chengxiu
ISSN
0167-6687
Publication state
Published
Issued date
05/2019
Volume
86
Pages
205-215
Language
english
Keywords
Statistics, Probability and Uncertainty, Economics and Econometrics, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_0C0B63855D64
DOI
10.1016/j.insmatheco.2019.03.003
Create date
17/03/2019 15:23
Last modification date
21/08/2019 5:12
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