Risk aggregation and PSDization of the correlation matrix - Archive ouverte HAL
Communication Dans Un Congrès Année : 2018

Risk aggregation and PSDization of the correlation matrix

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hal-02025115 , version 1 (19-02-2019)

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  • HAL Id : hal-02025115 , version 1

Citer

Xavier Milhaud. Risk aggregation and PSDization of the correlation matrix. 10th Conference in Actuarial Science and Finance, Jun 2018, Karlovasi, Greece. ⟨hal-02025115⟩
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