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Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model
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Risks 2013, 1(1), 1-13; doi:10.3390/risks1010001

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Article Published18 January 2013 16:21 CET
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Article Edited18 January 2013 16:23 CET
Article Edited18 January 2013 16:42 CET
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Risks EISSN 2227-9091 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert