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Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory
Di Bernardino, Elena; Rullière, Didier - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 190-205
Persistent link: https://www.econbiz.de/10010148979
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Comparison results for exchangeable credit risk portfolios
Cousin, Areski; Laurent, Jean-Paul - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1118-1127
Persistent link: https://www.econbiz.de/10008057640
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Delta-hedging correlation risk?
Cousin, Areski; Crépey, Stéphane; Kan, Yu Hang - In: Review of derivatives research 15 (2012) 1, pp. 25-57
Persistent link: https://www.econbiz.de/10009843785
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Comparison results for exchangeable credit risk portfolios
Cousin, Areski; Laurent, Jean-Paul - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1118-1128
Persistent link: https://www.econbiz.de/10008893117