Considering the Dependence Between the Credit Loss Severity and the Probability of Default in the Estimate of Portfolio Credit Risk : an Experimental Analysis
Franco Angeli
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Studi economici : 109, 1, 2013 EUR 11.00
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VAT Excluded
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The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing
Franco Angeli
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Studi economici : 104, 2, 2011 EUR 13.20
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La misurazione integrata dei rischi bancari : uno studio simulativo
Franco Angeli
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Studi economici : 99, 3, 2009 EUR 15.95
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VAT Excluded
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Measuring Portfolio value-at-risk by a copula-evt based approach
Franco Angeli
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Studi economici : 85, 1, 2005 EUR 15.95
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VAT Excluded
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