Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution

Aas, Kjersti; Hobæk Haff, Ingrid; Dimakos, Xeni Kristine

December 01, 2005

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• ISBN:
• Author(s): Aas, Kjersti; Hobæk Haff, Ingrid; Dimakos, Xeni Kristine
• Title: Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution
• Volume/number: 8 (2)
• Name and number of project:
• Journal: Journal of Risk
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• Refereed: 1
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• Published date: December 01, 2005
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