Combining multi-asset and intrinsic risk measures

Christian Laudagé, Jörn Sass, J. Wenzel

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	254-269
Number of pages	16
Journal	Insurance: Mathematics and Economics
Volume	106
DOIs	https://doi.org/10.1016/j.insmatheco.2022.07.005
Publication status	Published - Sept 2022

Fields of science

This output contributes to the following UN Sustainable Development Goals (SDGs)

@article{5b7dfcccdc484c98bc6efdb408554874,

title = "Combining multi-asset and intrinsic risk measures",

author = "Christian Laudag{\'e} and J{\"o}rn Sass and J. Wenzel",

year = "2022",

month = sep,

doi = "10.1016/j.insmatheco.2022.07.005",

language = "English",

volume = "106",

pages = "254--269",

journal = "Insurance: Mathematics and Economics",

issn = "1873-5959",

}