Computing VaR and AVaR in infinitely divisible distributions

Young Shin Kim,Svetlozar T. Rachev,Michel Leonardo Bianchi,Frank J. Fabozzi

You are going to download a free article

The page contains information about the rules of downloading free articles from the database. Click on the link below to download the file in PDF format.


Download article

This article

Probability and Mathematical Statistics

30, z. 2, 2010

Pages from 223 to 245

Other articles by author

Google Scholar


Your cart (products: 0)

No products in cart

Your cart Checkout