Analytical Bounds for two Value-at-Risk Functionals

From MaRDI portal
Publication:4661662

DOI10.2143/AST.32.2.1028zbMath1094.91032MaRDI QIDQ4661662

Werner Hürlimann

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (16)



Cites Work


This page was built for publication: Analytical Bounds for two Value-at-Risk Functionals