On Tail value-at-risk for sums of non-independent random variables with a generalized Pareto distribution
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| 001 | MAP20078038982 | ||
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| 100 | 1 | $0MAPA20100038963$aCampana, Antonella | |
| 245 | 1 | 3 | $aOn Tail value-at-risk for sums of non-independent random variables with a generalized Pareto distribution$cAntonella Campana |
| 773 | 0 | $wMAP20077000413$tThe Geneva Risk and Insurance Review$dThe Netherlands : The Geneva Association, 1991-2010$x0926-4957$g01/12/2007 Número 2 32 2007 , p. 169-180 |