Risk Measure Preserving Piecewise Linear Approximation of Empirical Distributions

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State: Public
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Serval ID
serval:BIB_A7ED94198BE1
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Risk Measure Preserving Piecewise Linear Approximation of Empirical Distributions
Journal
European Actuarial Journal
Author(s)
Arbenz P., Guevara-Alarcón W.
ISSN-L
2190-9741
Publication state
Published
Issued date
07/2016
Peer-reviewed
Oui
Volume
6
Number
1
Pages
113-148
Language
english
URN
urn:nbn:ch:serval-BIB_A7ED94198BE12
OAI-PMH
oai:serval.unil.ch:BIB_A7ED94198BE1
Create date
10/03/2016 18:49
Last modification date
21/08/2019 7:10
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