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Measuring and optimizing portfolio credit risk : a Copula-based approach
Di Clemente, Annalisa; Romano, Claudio A. - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 325-357
Persistent link: https://www.econbiz.de/10003690352
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A copula-extreme value theory approach for modelling operational risk
Di Clemente, Annalisa; Romano, Claudio - In: Operational risk modelling and analysis : theory and …, (pp. 189-208). 2004
Persistent link: https://www.econbiz.de/10002770659
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Measuring portfolio value-at-risk by a Copula-Evt based approach
Di Clemente, Annalisa; Romano, Claudio - In: Studi economici : rivista quadrimestrale 60 (2005) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10003795532
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Financial modelling : Monash University. Ian Beaman ...
Beaman, Ian; Ratnatunga, Janek; Krueger, Peter; … - 1997
Persistent link: https://www.econbiz.de/10000963872