Marco Micocci
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3 publications
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351 downloads
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1003 views
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0 books
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Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
Giovanni Masala
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Massimiliano Menzietti ,
Marco Micocci
Investment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 872 Downloads: 408 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: 890 Downloads: 548 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: 805 Downloads: 556 TO CITE
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