nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Bivariate option pricing using dynamic copula models
|
van den Goorbergh, Rob W.J. |
|
2005 |
37 |
1 |
p. 101-114 14 p. |
artikel |
2 |
Bivariate survival models with Clayton aging functions
|
Bassan, Bruno |
|
2005 |
37 |
1 |
p. 6-12 7 p. |
artikel |
3 |
Bounds on the value-at-risk for the sum of possibly dependent risks
|
Mesfioui, Mhamed |
|
2005 |
37 |
1 |
p. 135-151 17 p. |
artikel |
4 |
Case studies in multivariate-to-anything transforms for partially specified random vector generation
|
Stanhope, Stephen |
|
2005 |
37 |
1 |
p. 68-79 12 p. |
artikel |
5 |
Copulas with fractal supports
|
Fredricks, Gregory A. |
|
2005 |
37 |
1 |
p. 42-48 7 p. |
artikel |
6 |
Discrete quasi-copulas
|
Quesada Molina, José Juan |
|
2005 |
37 |
1 |
p. 27-41 15 p. |
artikel |
7 |
editors etc.
|
|
|
2005 |
37 |
1 |
p. ii- 1 p. |
artikel |
8 |
Estimating the tail-dependence coefficient: Properties and pitfalls
|
Frahm, Gabriel |
|
2005 |
37 |
1 |
p. 80-100 21 p. |
artikel |
9 |
Generalized diagonal band copulas
|
Lewandowski, Daniel |
|
2005 |
37 |
1 |
p. 49-67 19 p. |
artikel |
10 |
In memory of Bruno Bassan: Short biography and list of publications
|
Scarsini, Marco |
|
2005 |
37 |
1 |
p. 3-5 3 p. |
artikel |
11 |
Preface
|
Genest, Christian |
|
2005 |
37 |
1 |
p. 1-2 2 p. |
artikel |
12 |
Some notions of multivariate positive dependence
|
Colangelo, Antonio |
|
2005 |
37 |
1 |
p. 13-26 14 p. |
artikel |
13 |
Worst VaR scenarios
|
Embrechts, Paul |
|
2005 |
37 |
1 |
p. 115-134 20 p. |
artikel |