General stein-type covariance decompositions with...

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Artigos Artigos General stein-type covariance decompositions with applications to insurance and finance - Furman, Edward

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Título: General stein-type covariance decompositions with applications to insurance and finance / Edward Furman, Ricardas Zitikis

Notas: Sumario: A general multivariate¿ decomposition of covariances is formulated and proved, and its role in the context of financial risk measurement and pricing is demonstrated.

Outras classificações: 6

Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/

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