Junker, Markus and May, Angelika <br/><br/>
Measurement of aggregate risk with copulas 
 J5710  2005 

 -  2005 
 - 428-454  V.  08  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Copula;Tail dependence;Archimedean copula;Frank copula;Survival copula;Risk measurement in bivariate portfolios;