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Aggregation-robustness and Model Uncertainty of Regulatory Risk Measures

Aggregation-robustness and Model Uncertainty of Regulatory Risk Measures

AuthorP. Embrechts, B. Wang and R. Wang
JournalFinance and Stochastics
Date01 Jan. 2015
CategoryAcademic Publications
VolumeVol. 19(4), pp 763-790

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