Conference presentations
Normex, a New Method for Evaluating the VaR of Aggregated Heavy Tailed Risks
Marie Kratz (ESSEC Business School)
Siège social SCOR, Paris, January 10, 2014
Reference
Marie Kratz (ESSEC Business School), “Normex, a New Method for Evaluating the VaR of Aggregated Heavy Tailed Risks”, SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, January 10, 2014.