scientific article; zbMATH DE number 2231189

Rüdiger Frey, Alexander J. McNeil, Paul Embrechts

Publication date: 21 November 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

copulas extreme value theory risk measurement risk factors dynamic risk models loss distribution, financial time series

Statistical methods; risk measures (91G70) Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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