Journal of Mathematical Finance

Vol.1 No.3(2011), Paper ID 8407, 8 pages

DOI:10.4236/jmf.2011.13007

 

Risk Aggregation by Using Copulas in Internal Models

 

Tristan Nguyen, Robert Danilo Molinari

 

 

Copyright © 2011 Tristan Nguyen, Robert Danilo Molinari et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

T. Nguyen and R. Molinari, "Risk Aggregation by Using Copulas in Internal Models," Journal of Mathematical Finance, Vol. 1 No. 3, 2011, pp. 50-57. doi: 10.4236/jmf.2011.13007.
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