Avenue Bernard Hirsch
BP 50105 CERGY
CERGY, CERGY PONTOISE CEDEX 95021
ESSEC Business School, CREAR
in Total Papers Citations
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2799732.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
backtesting, capital allocation, coherence, diversification, conditional elicitability, risk measures
extreme risk, risk management
Diversification, Insurance Risk
Bubbles, Random Coefficient Autoregressive Model, Local asymptotics, Asset Prices
Aggregation of risks, Archimedean copula, Clayton, Diversification (benefit), Gaussian, Gumbel, Heavy tail, Mixing technique, Pareto, Risk measure, TVaR, VaR, Weibull
alarm system, capital accumulation function, efficiency, quantitative risk management, risk process, ruin probability
This page was processed by aws-apollo-automator-dc in 0.250 seconds