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

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