"Aggregation-robustness and model uncertainty of regulatory risk measures."

Paul Embrechts, Bin Wang, Ruodu Wang (2015)

> Home

Details and statistics

DOI: 10.1007/S00780-015-0273-Z

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/EmbrechtsWW15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/EmbrechtsWW15
Paul Embrechts, Bin Wang, Ruodu Wang:
Aggregation-robustness and model uncertainty of regulatory risk measures. Finance Stochastics 19(4): 763-790 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.