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Documents Associated With Scientific Events Year : 2010

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

Abstract

We consider a vectorial risk process ...
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Dates and versions

inria-00510320 , version 1 (18-08-2010)

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  • HAL Id : inria-00510320 , version 1

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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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