Integrated risk modelling

Statistical Modeling

Volumn 4, Issue 4, 2004, Pages 265-277

  Dimakos, Xeni K ^a   Aas, Kjersti ^a  

^a NORWEGIAN COMPUTING CENTER   (Norway)

Author keywords

diversification; integrated risk modelling; Monte Carlo simulation; total economical capital

Indexed keywords

EID: 84993778148     PISSN: 1471082X     EISSN: None     Source Type: Journal    
DOI: 10.1191/1471082X04st079oa     Document Type: Article

References (22)

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