Marco Micocci
-
3 publications
-
351 downloads
-
1003 views
- 944 Views
-
0 books
-
Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
Giovanni Masala
,
Massimiliano Menzietti ,
Marco Micocci
Investment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 682 Downloads: 220 TO CITE -
Advanced operational risk modelling in banks and insurance companies
Carla Angela , Rossella Bisignani , Giovanni Masala ,
Marco Micocci
Investment Management and Financial Innovations Volume 6, 2009 Issue #3
Views: 734 Downloads: 324 TO CITE -
Loss-Alae modeling through a copula dependence structure
Marco Micocci , Giovanni Masala
Investment Management and Financial Innovations Volume 6, 2009 Issue #4
Views: 654 Downloads: 304 TO CITE
Connected authors