Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes

Gatto, Riccardo (2011). Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes. Mathematical and computer modelling, 54(5-6), pp. 1523-1535. Oxford: Pergamon 10.1016/j.mcm.2011.04.024

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Gatto, Riccardo
Subjects:	500 Science > 510 Mathematics
ISSN:	0895-7177
Publisher:	Pergamon
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 14:24
Last Modified:	05 Dec 2022 14:07
Publisher DOI:	10.1016/j.mcm.2011.04.024
Web of Science ID:	000291243300028
URI:	https://boris.unibe.ch/id/eprint/8522 (FactScience: 214100)