中国科学技术大学 maotiantian--Home-- Risk concentration based on Expectiles for extreme risks under FGM copula

毛甜甜

Associate professor

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Degree:Dr

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Risk concentration based on Expectiles for extreme risks under FGM copula

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Impact Factor:1.359

DOI number:10.1016/j.insmatheco.2015.06.009

Journal:INSURANCE MATHEMATICS & ECONOMICS

First Author:maotiantian

Correspondence Author:maotiantian

Document Code:000362133800037

Volume:64

Page Number:429-439

ISSN No.:0167-6687

Translation or Not:no

Date of Publication:2015-08-31

Included Journals:SCI、SSCI

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