Cite
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
MLA
Pfeifer Dietmar, and Ragulina Olena. “Generating Unfavourable VaR Scenarios under Solvency II with Patchwork Copulas.” Dependence Modeling, vol. 9, no. 1, Oct. 2021, pp. 327–46. EBSCOhost, https://doi.org/10.1515/demo-2021-0115.
APA
Pfeifer Dietmar, & Ragulina Olena. (2021). Generating unfavourable VaR scenarios under Solvency II with patchwork copulas. Dependence Modeling, 9(1), 327–346. https://doi.org/10.1515/demo-2021-0115
Chicago
Pfeifer Dietmar, and Ragulina Olena. 2021. “Generating Unfavourable VaR Scenarios under Solvency II with Patchwork Copulas.” Dependence Modeling 9 (1): 327–46. doi:10.1515/demo-2021-0115.