Massimiliano Menzietti
-
1 publications
-
96 downloads
-
335 views
- 659 Views
-
0 books
-
Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
Investment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 582 Downloads: 173 TO CITE