Some multivariate risk indicators ; estimation and application to optimal reserve allocation

6533b7d7fe1ef96bd126953c

RESEARCH PRODUCT

Some multivariate risk indicators ; estimation and application to optimal reserve allocation

Véronique Maume-deschamps Peggy Cenac Clémentine Prieur

subject

[MATH.MATH-PR]Mathematics [math]/Probability [math.PR][MATH.MATH-PR] Mathematics [math]/Probability [math.PR][ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]

description

National audience; We consider a vectorial risk process ...

year	journal	country	edition	language
2010-08-31

https://hal.inria.fr/inria-00510320/document

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