Andrea Höing
From MaRDI portal
Person:1003333
Available identifiers
zbMath Open hoing.andreaMaRDI QIDQ1003333
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 |
|---|---|---|
| Small-time ruin for a financial process modulated by a Harris recurrent Markov chain | 2009-02-28 | Paper |
| Extreme VaR scenarios in higher dimensions | 2007-12-16 | Paper |
| Worst VaR scenarios | 2005-09-29 | Paper |
| Using copulae to bound the value-at-risk for functions of dependent risks | 2004-03-16 | Paper |
Research outcomes over time
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