Hoskuldur Ari Hauksson

RWE Trading UK Ltd

130 Wood Street

London EC2V 6DL

United Kingdom

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Scholarly Papers (1)

Multivariate Extremes, Aggregation and Risk Estimation

Number of pages: 35 Posted: 27 Dec 2000
RWE Trading UK Ltd, DEAR-Consulting, Zurcher Kantonalbank, Olsen & Associates and Cornell University
Downloads 746 (42,798)
Citation 5

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Multivariate Extremes, Aggregation and Risk Estimation

Posted: 28 Sep 2001
Olsen & Associates, RWE Trading UK Ltd, DEAR-Consulting, Zurcher Kantonalbank and Cornell University

Abstract:

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