On multivariate extensions of the conditional Value-at-Risk measure
- di Bernardino, E.
- Fernández-Ponce, J.M.
- Palacios-Rodríguez, F.
- Rodríguez-Griñolo, M.R.
Journal:
Insurance: Mathematics and Economics
ISSN: 0167-6687
Year of publication: 2015
Volume: 61
Pages: 1-16
Type: Article