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Using copulae to bound the Val...
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Embrechts, Paul
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Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
2
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-168
Persistent link: https://www.econbiz.de/10008215832
Saved in:
3
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Collamore, Jeffrey
;
Höing, Andrea
- In:
Finance and Stochastics
11
(
2007
)
3
,
pp. 299-322
Persistent link: https://www.econbiz.de/10005390688
Saved in:
4
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Collamore, Jeffrey F.
;
Höing, Andrea
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 299-322
Persistent link: https://www.econbiz.de/10008221761
Saved in:
5
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Collamore, Jeffrey F.
;
Höing, Andrea
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 299-322
Persistent link: https://www.econbiz.de/10003485805
Saved in:
6
Topics in risk management for insurance and finance : ruin and dependence
Höing, Andrea
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003278310
Saved in:
7
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Collamore, Jeffrey F.
;
Höing, Andrea
-
2005
Persistent link: https://www.econbiz.de/10003250230
Saved in:
8
Copula convergence theorems for tail events
Juri, Alessandro
;
Wuthrich, Mario V.
- In:
Insurance: Mathematics and Economics
30
(
2002
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10005375343
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9
Copula convergence theorems for tail events
Juri, Alessandro
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
30
(
2002
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10006894459
Saved in:
10
Supermodular Order and Lundberg Exponents
Juri, Alessandro
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2002
)
1
,
pp. 17-36
Persistent link: https://www.econbiz.de/10005944886
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