Approximation of some multivariate risk measures for Gaussian risks

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Serval ID
serval:BIB_80191ADB012D
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Approximation of some multivariate risk measures for Gaussian risks
Journal
Journal of Multivariate Analysis
Author(s)
Hashorva Enkelejd
ISSN
0047-259X
Publication state
Published
Issued date
01/2019
Peer-reviewed
Oui
Volume
169
Pages
330-340
Language
english
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability, Numerical Analysis
URN
urn:nbn:ch:serval-BIB_80191ADB012D3
OAI-PMH
oai:serval.unil.ch:BIB_80191ADB012D
DOI
10.1016/j.jmva.2018.10.006
Create date
16/10/2018 23:21
Last modification date
21/08/2019 7:09
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