Some multivariate risk indicators ; estimation and application to optimal reserve allocation

Abstract : We consider a vectorial risk process ...
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https://hal.inria.fr/inria-00510320
Contributor : Conférence Mas2010 <>
Submitted on : Wednesday, August 18, 2010 - 9:29:30 AM
Last modification on : Wednesday, November 20, 2019 - 3:27:36 AM
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Véronique Maume-Deschamps, Peggy Cenac, Clémentine Prieur. Some multivariate risk indicators ; estimation and application to optimal reserve allocation. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. ⟨inria-00510320⟩

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