Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes
Work
Year: 2011
Type: article
Author Riccardo Gatto
Institution University of Bern
Cites: 17
Cited by: 4
Related to: 10
FWCI: 1.453
Citation percentile (by year/subfield): 60.36
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed