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~person:"Embrechts, Paul"
~person:"Scaillet, Olivier"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Risikomanagement
49
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42
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32
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Embrechts, Paul
Scaillet, Olivier
Fabozzi, Frank J.
17
Paolella, Marc S.
13
Račev, Svetlozar T.
13
Härdle, Wolfgang
11
Stoja, Evarist
11
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10
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9
Mao, Tiantian
9
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9
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9
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8
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8
Schwaab, Bernd
8
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8
Hyung, Namwon
7
Stoyanov, Stoyan V.
7
Furman, Edward
6
Jondeau, Eric
6
Okhrin, Yarema
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Bianchi, Michele Leonardo
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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2
Aggregating risk capital, with an application to operational risk
Embrechts, Paul
;
Puccetti, Giovanni
- In:
The Geneva risk and insurance review
31
(
2006
)
2
,
pp. 71-90
Persistent link: https://www.econbiz.de/10003398777
Saved in:
3
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
4
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
5
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
6
Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
Saved in:
7
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
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