High level quantile approximations of sums of risks
type: Item
instance of: scholarly article
title: High level quantile approximations of sums of risks
zbMATH Open document ID: 1329.62302
author: A. Cuberos
author: Esterina Masiello
author: Véronique Maume-Deschamps
published in: Dependence Modeling
publication date: 2016-01-21T00:00:00Z
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6534018
zbMATH Keywords: regularly varying functions
zbMATH Keywords: value at risk estimation
zbMATH Keywords: risk aggregation
MaRDI profile type: Publication
full work available at URL: demo-2015-0010
OpenAlex ID: W2277923374
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DOI: 10.1515/DEMO-2015-0010
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description: scientific article; zbMATH DE number 6534018