Alessandro Juri
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Person:1413326
Available identifiers
zbMath Open juri.alessandroMaRDI QIDQ1413326
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 | 2006-11-16 | Paper |
| Tail dependence from a distributional point of view | 2004-09-24 | Paper |
| Using copulae to bound the value-at-risk for functions of dependent risks | 2004-03-16 | Paper |
| Copula convergence theorems for tail events. | 2003-11-16 | Paper |
| Supermodular Order and Lundberg Exponents | 2002-11-21 | Paper |
Research outcomes over time
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