Chen, Y., Embrechts, P., & Wang, R. (2024). Risk exchange under infinite-mean Pareto models.
Cita Chicago Style (17a ed.)Chen, Yuyu, Paul Embrechts, y Ruodu Wang. Risk Exchange Under Infinite-mean Pareto Models. 2024.
Cita MLA (9a ed.)Chen, Yuyu, et al. Risk Exchange Under Infinite-mean Pareto Models. 2024.
Precaución: Estas citas no son 100% exactas.