Dependent conditional value-at-risk for aggregate risk models.

Josaphat BP, Syuhada K

Open source

DOI
10.1016/j.heliyon.2021.e07492
Published
2021 Jul
Container
Heliyon
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1016/j.heliyon.2021.e07492,
  title = {Dependent conditional value-at-risk for aggregate risk models.},
  author = {Josaphat BP and Syuhada K},
  year = {2021},
  journal = {Heliyon},
  doi = {10.1016/j.heliyon.2021.e07492},
  url = {https://doi.org/10.1016/j.heliyon.2021.e07492}
}

RIS

TY  - JOUR
TI  - Dependent conditional value-at-risk for aggregate risk models.
AU  - Josaphat BP
AU  - Syuhada K
PY  - 2021
JO  - Heliyon
DO  - 10.1016/j.heliyon.2021.e07492
UR  - https://doi.org/10.1016/j.heliyon.2021.e07492
ER  - 

APA

BP, J., & K, S. (2021). Dependent conditional value-at-risk for aggregate risk models.. Heliyon. https://doi.org/10.1016/j.heliyon.2021.e07492

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