Multivariate stress scenarios and solvency
- 作者Alexander J. McNeil; Andrew D. Smith
- 卷第50卷
- 期第3期
- 印刷ISSN0167-6687
- 文件大小377.59KB
- 发表时间2012
- DOI10.1016/j.insmatheco.2011.12.005
- 页码299-308
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