Alessandro Juri
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Limiting dependence structures for tail events, with applications to credit derivatives Journal of Applied Probability | 2006-11-16 | Paper |
| Tail dependence from a distributional point of view Extremes | 2004-09-24 | Paper |
| Using copulae to bound the value-at-risk for functions of dependent risks Finance and Stochastics | 2004-03-16 | Paper |
| Copula convergence theorems for tail events. Insurance Mathematics & Economics | 2003-11-16 | Paper |
| Supermodular Order and Lundberg Exponents Scandinavian Actuarial Journal | 2002-11-21 | Paper |
Research outcomes over time
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