Combining multi-asset and intrinsic risk measures
| Author: | Christian Laudagé, Jörn SassORCiD, Jörg Wenzel |
|---|---|
| URL: | https://www.sciencedirect.com/science/article/pii/S0167668722000786?via%3Dihub |
| DOI: | https://doi.org/10.1016/j.insmatheco.2022.07.005 |
| ISSN: | 1873-5959 |
| Journal: | Insurance: Mathematics and Economics |
| Publisher: | Elsevier |
| Document Type: | Research Article |
| Language: | English |
| Year of first Publication: | 2022 |
| Release Date: | 2022/09/01 |
| Volume: | 106 |
| Page Number: | 16 |
| First Page: | 254 |
| Last Page: | 269 |
| Faculties / Organisational entities: | RPTU in Kaiserslautern / Fachbereich Mathematik / Schwerpunkt Wirtschaftsmathematik / AG Finanzmathematik |
| Open access state: | Hybrid Open-Access |
| RPTU: | Kaiserslautern |
| Research funding: | Sonstige |
| Created at the RPTU: | Yes |