Dietmar, P., & Olena, R. (2021). Generating unfavourable VaR scenarios under Solvency II with patchwork copulas. De Gruyter.
Chicago Style (17th ed.) CitationDietmar, Pfeifer, and Ragulina Olena. Generating Unfavourable VaR Scenarios Under Solvency II with Patchwork Copulas. De Gruyter, 2021.
MLA (8th ed.) CitationDietmar, Pfeifer, and Ragulina Olena. Generating Unfavourable VaR Scenarios Under Solvency II with Patchwork Copulas. De Gruyter, 2021.
Warning: These citations may not always be 100% accurate.