Model uncertainty and VaR aggregationPaul Embrechts A, Giovanni Puccetti, Ludger Rüschendorf2013-04-17articleJournal of Banking & Finance295 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingStochastic processes and financial applicationsRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 295 citations exist upstream.References1999An Introduction to Copulas1994Modelling of extremal events in insurance and finance2002Correlation and Dependence in Risk Management: Properties and Pitfalls2002The concept of comonotonicity in actuarial science and finance: theory2009The level and quality of Value-at-Risk disclosure by commercial banks2006Risk measures and comonotonicityCited by2015What is the best risk measure in practice? A comparison of standard measures2014An Academic Response to Basel 3.52015Aggregation-robustness and model uncertainty of regulatory risk measures2018Quantile-Based Risk Sharing2013Risk aggregation with dependence uncertainty2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates2019An Axiomatic Foundation for the Expected Shortfall2015Extremal Dependence Concepts