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Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger - In: Risk assessment : decisions in banking and finance, (pp. 153-164). 2008
Persistent link: https://www.econbiz.de/10003781638
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How to model operational risk if you must
Embrechts, Paul - In: Operations research proceedings 2006 : selected papers …, (pp. 81). 2007
Persistent link: https://www.econbiz.de/10003470262
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Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger; Wolf, Viktor - In: Advanced modelling in mathematical finance : in honour …, (pp. 331-377). 2016
Persistent link: https://www.econbiz.de/10011800386
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Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul; Kaufmann, Roger; Samorodnitsky, Gennady - In: Risk management for central bank foreign reserves, (pp. 243-261). 2004
Persistent link: https://www.econbiz.de/10002111520
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Different kinds of risk
Embrechts, Paul; Furrer, Hansjörg; Kaufmann, Roger - In: Handbook of financial time series, (pp. 729-751). 2009
Persistent link: https://www.econbiz.de/10003834220
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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
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An EVT primer for credit risk
Chavez-Demoulin, Valérie; Embrechts, Paul - In: The Oxford handbook of credit derivatives, (pp. 500-532). 2011
Persistent link: https://www.econbiz.de/10014565541
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An EVT Primer for Credit Risk
Chavez‐Demoulin, Valérie; Embrechts, Paul - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012881998