Narrow search
Showing 1 - 3 of 3
Cover Image
Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
Cover Image
Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao - 2013
Persistent link: https://www.econbiz.de/10010189914
Cover Image
Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya; Sueshige, Takumi; Yoshiba, Toshinao - 2019
Persistent link: https://www.econbiz.de/10013448467