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~isPartOf:"FAME research paper series"
~person:"Fabozzi, Frank J."
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~subject:"Theorie"
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Kreditrisiko
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Nichtparametrisches Verfahren
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Fabozzi, Frank J.
Scaillet, Olivier
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Menoncin, Francesco
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Ramos, Sofia B.
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ECONIS (ZBW)
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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