Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S., Peters, Gareth W., Shevchenko, Pavel V.Том:
61
Мова:
english
Журнал:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2015.01.007
Date:
March, 2015
Файл:
PDF, 2.17 MB
english, 2015