On multivariate extensions of the conditional Value-at-Risk measure
- di Bernardino, E.
- Fernández-Ponce, J.M.
- Palacios-Rodríguez, F.
- Rodríguez-Griñolo, M.R.
Aldizkaria:
Insurance: Mathematics and Economics
ISSN: 0167-6687
Argitalpen urtea: 2015
Alea: 61
Orrialdeak: 1-16
Mota: Artikulua