Results for 97M30 (Financial and insurance mathematics)

Publications & Outputs

1. Portfolio risk assessment using multivariate extreme value methods

   Hilal, S., Poon, S-H. & Tawn, J., 12/2014, In: Extremes. 17, 4, p. 531-556 26 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review