Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
Using copulae to bound the Value-at-Risk for functions of dependent risks
Home
Publications
Using copulae to bound the Value-at-Risk for functions of dependent risks
Using copulae to bound the Value-at-Risk for functions of dependent risks
PE
Paul Embrechts
Paul Embrechts
AH
Andrea Höing
Andrea Höing
AJ
Alessandro Juri
Alessandro Juri
Publisher Website
Google Scholar
Cite
Download
Share
Download
1 April 2003
journal article
Published by
Springer Science and Business Media LLC
in
Finance and Stochastics
Vol. 7
(2)
,
145-167
https://doi.org/10.1007/s007800200085
Abstract
No abstract available
Keywords
MODELLING
VALUE AT RISK
BOUND
EMPHASIS
DEPENDENT RISKS
COPULAE
FUNCTIONS OF DEPENDENT
Cited by 184 articles