Reference
Marie Kratz (ESSEC Business School), “Normex, a New Method for Evaluating the VaR of Aggregated Heavy Tailed Risks”, SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, January 10, 2014.
See also
Published in
SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, January 10, 2014