Validation of Aggregated Risk Models
(2018) In Annals of Actuarial Science 12(2). p.433-454
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/20712754-095c-4067-a53e-1c65ffdef14a
- author
- Dacorogna, Michel ; Elbahtouri, Laila and Kratz, Marie LU
- publishing date
- 2018
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Annals of Actuarial Science
- volume
- 12
- issue
- 2
- pages
- 433 - 454
- publisher
- Cambridge University Press
- external identifiers
-
- scopus:85060915694
- ISSN
- 1748-4995
- DOI
- 10.1017/S1748499517000227
- language
- English
- LU publication?
- no
- id
- 20712754-095c-4067-a53e-1c65ffdef14a
- date added to LUP
- 2019-12-26 16:10:30
- date last changed
- 2022-03-26 01:22:03
@article{20712754-095c-4067-a53e-1c65ffdef14a,
author = {{Dacorogna, Michel and Elbahtouri, Laila and Kratz, Marie}},
issn = {{1748-4995}},
language = {{eng}},
number = {{2}},
pages = {{433--454}},
publisher = {{Cambridge University Press}},
series = {{Annals of Actuarial Science}},
title = {{Validation of Aggregated Risk Models}},
url = {{http://dx.doi.org/10.1017/S1748499517000227}},
doi = {{10.1017/S1748499517000227}},
volume = {{12}},
year = {{2018}},
}