Multivariate Fréchet copulas and conditional value-at-risk.
Hürlimann, Werner
International Journal of Mathematics and Mathematical Sciences, Tome 2004 (2004), p. 345-364 / Harvested from The Electronic Library of Mathematics
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Publié le : 2004-01-01
DOI : https://doi.org/10.1155/S0161171204210158
EUDML-ID : urn:eudml:doc:51799 
@article{02168617,
     title = {Multivariate Fr\'echet copulas and conditional value-at-risk.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {2004},
     year = {2004},
     pages = {345-364},
     doi = {10.1155/S0161171204210158},
     zbl = {1075.62043},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02168617}
}

Hürlimann, Werner. Multivariate Fréchet copulas and conditional value-at-risk.. International Journal of Mathematics and Mathematical Sciences, Tome 2004 (2004) pp. 345-364. doi : 10.1155/S0161171204210158. http://gdmltest.u-ga.fr/item/02168617/