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subject:"Bankenregulierung"
subject:"Bankrisiko"
~person:"Cossette, Hélène"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Bankenregulierung
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Cossette, Hélène
Wang, Ruodu
17
Broll, Udo
16
Li, Jianping
12
Embrechts, Paul
11
Tan, Ken Seng
11
Fabozzi, Frank J.
10
Zhu, Xiaoqian
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9
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9
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6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
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Bol, Georg
6
Chen, Zhiping
6
Chi, Yichun
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Curti, Filippo
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Furman, Edward
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Jacobs, Michael <Jr.>
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Righi, Marcelo Brutti
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Shevchenko, Pavel V.
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5
Allen, Franklin
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
3
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
4
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
5
TVaR-based capital allocation with copulas
Bargès, Mathieu
;
Cossette, Hélène
;
Marceau, Étienne
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 348-361
Persistent link: https://www.econbiz.de/10009517558
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