The following pages link to (Q4632758):
Displaying 4 items.
- 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)
- STOCHASTIC INCREASE IN CDS AND CDO PORTFOLIO PREMIUMS (Q5076160) (← links)
- Links between the incomplete gamma function and the independent and Gumbel copulas (Q6657731) (← links)
