Toshinao Yoshiba

Available identifiers

zbMath Open yoshiba.toshinaoMaRDI QIDQ2013293

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5879924	2023-03-07	Paper
Copula-based measures of asymmetry between the lower and upper tail probabilities	2022-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q5011444	2021-08-27	Paper
Maximum likelihood estimation of skew-t copulas with its applications to stock returns	2020-04-23	Paper
Analytical solutions for expected loss and standard deviation of loss with an additional loan	2017-08-17	Paper
A collateralized loan’s loss under a quadratic Gaussian default intensity process	2014-03-04	Paper
COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)	2002-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Toshinao Yoshiba