High level quantile approximations of sums of
risks

High level quantile approximations of sums of risks

Bibliographic Details
Main Authors:	Cuberos A., Masiello E., Maume-Deschamps V.
Format:	Article
Language:	English
Published:	De Gruyter 2015-10-01
Series:	Dependence Modeling
Subjects:	regularly varying functions value at risk estimation risk aggregation 62h99 62p05
Online Access:	https://doi.org/10.1515/demo-2015-0010

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