Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
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Released OnTuesday, 28 August 2007
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Author(s)Giovanni MasalaLink to ORCID Index: https://orcid.org/0000-0003-1719-641X
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Massimiliano Menzietti
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Marco Micocci
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Article InfoVolume 4 2007, Issue #3
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Investment Management and Financial Innovations