Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Crossref DOI link: https://doi.org/10.1007/s00780-019-00401-7
Published Online: 2019-07-26
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Klüppelberg, Claudia
Seifert, Miriam Isabel
Text and Data Mining valid from 2019-07-26
Version of Record valid from 2019-07-26
Article History
Received: 27 March 2018
Accepted: 5 June 2019
First Online: 26 July 2019