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Chapter title |
Conditional Quantile-Located VaR
|
---|---|
Chapter number | 31 |
Book title |
Mathematical and Statistical Methods for Actuarial Sciences and Finance
|
Published by |
Springer, Cham, July 2018
|
DOI | 10.1007/978-3-319-89824-7_31 |
Book ISBNs |
978-3-31-989823-0, 978-3-31-989824-7
|
Authors |
Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini, Bonaccolto, Giovanni, Caporin, Massimiliano, Paterlini, Sandra |