Optimisation of Conditional - VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure

MICOCCI, MARCO;MASALA, GIOVANNI BATISTA;
2004-01-01
2004
Inglese
Proceedings of Risk Measurement and Control International Congress
Risk Measurement and Control
2004
Roma
internazionale
4 Contributo in Atti di Convegno (Proceeding)::4.1 Contributo in Atti di convegno
Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M.
273
3
4.1 Contributo in Atti di convegno
none
info:eu-repo/semantics/conferenceObject
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