Asymptotics for risk capital allocations based on Conditional Tail Expectation
Alexandru V. Asimit, Edward Furman, Qihe Tang, Raluca VernicVolume:
49
Année:
2011
Langue:
english
Pages:
15
DOI:
10.1016/j.insmatheco.2011.05.002
Fichier:
PDF, 348 KB
english, 2011