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Skoglund et al., 2013 - Google Patents

A mixed approach to risk aggregation using hierarchical copulas

Skoglund et al., 2013

Document ID
11963451318472527009
Author
Skoglund J
Erdman D
Chen W
Publication year
Publication venue
Journal of risk management in financial institutions

External Links

Snippet

Risk aggregation is the roll-up of low-level risks or sub-risks to higher levels. Risk management for banks or insurance institutions involves risk measurement and risk control at the individual risk level, including market risk, credit risk and operational risks, and also …
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