Aggregation-robustness and model uncertainty of regulatory risk measures
Crossref DOI link: https://doi.org/10.1007/s00780-015-0273-z
Published Online: 2015-09-17
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Embrechts, Paul
Wang, Bin
Wang, Ruodu
Text and Data Mining valid from 2015-09-17