THE GENEVA RISK AND INSURANCE REVIEW
New issues are published by Palgrave as of 2008.
On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution
Antonella Campana (December 2007)
- Impact Factor 0.091
- Available 1990 - 2007
- Volumes 18
- Issues 37
- Articles 199
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|The GENEVA Papers on Risk and Insurance - Theory||0926-4957||1573-6954|
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