The following pages link to (Q4632758):
Displaying 8 items.
- Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
- Multivariate Fréchet copulas and conditional value-at-risk (Q1774665) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- Estimation of the value at risk using the stochastic approach of Taylor formula (Q1989038) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- (Q3534921) (← links)
- STOCHASTIC INCREASE IN CDS AND CDO PORTFOLIO PREMIUMS (Q5076160) (← links)
- Links between the incomplete gamma function and the independent and Gumbel copulas (Q6657731) (← links)
