Publisher： Cambridge University Press
E-ISSN： 1783-1350|32|2|235-265
ISSN： 0515-0361
Source： ASTIN Bulletin, Vol.32, Iss.2, 2002-11, pp. : 235-265
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Empirical Issues in Value-at-Risk
ASTIN Bulletin, Vol. 31, Iss. 2, 2001-11 ,pp. :
Access to resources
Recommend
Improved Analytical Bounds for Some Risk Quantities
ASTIN Bulletin, Vol. 26, Iss. 2, 1996-11 ,pp. :
Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables
ASTIN Bulletin, Vol. 33, Iss. 1, 2003-05 ,pp. :
Error Bounds for Compound Poisson Approximations of the Individual Risk Model
ASTIN Bulletin, Vol. 22, Iss. 2, 1992-11 ,pp. :