Common cause effects in portfolio loss estimation
Author(s): |
Matthias Schubert
Michael H. Faber |
---|---|
Medium: | journal article |
Language(s): | English |
Published in: | Structure and Infrastructure Engineering, May 2012, n. 5, v. 8 |
Page(s): | 497-506 |
DOI: | 10.1080/15732479.2010.539068 |
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06/12/2018 - Last updated on:
06/12/2018