On multivariate extensions of the conditional Value-at-Risk measure - Concepedia

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On multivariate extensions of the conditional Value-at-Risk measure

30

Citations

34

References

2014

Year

Éléna Di Bernardino, José María Fernández Ponce, F. Palacios‐Rodríguez, Rosario Rodríguez-Griñolo

Insurance Mathematics and Economics

Multivariate ExtensionsEngineeringRisk ManagementRisk MetricRisk Analysis (Business)Probability TheoryMultivariate AnalysisStatistics

References

	Year	Citations

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