Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
-
Author(s)Giovanni MasalaLink to ORCID Index: https://orcid.org/0000-0003-1719-641X
,
Massimiliano Menzietti
,
Marco Micocci
-
Article InfoVolume 4 2007, Issue #3
- 1121 Views
-
640 Downloads
Close
Investment Management and Financial Innovations
