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

Files in This Item:
There are no files associated with this item.

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Questionnaire and social

Share on:
Impostazioni cookie