Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal Trees

Research output: Other contribution

Original languageEnglish
Publication statusUnpublished - 2011

Cite this

@misc{2e307260206f4cb5a60b053110c5d634,
title = "Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal Trees",
author = "Jean-Philippe Bruneton",
year = "2011",
language = "English",
type = "Other",

}

TY - GEN

T1 - Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal Trees

AU - Bruneton, Jean-Philippe

PY - 2011

Y1 - 2011

M3 - Other contribution

ER -