This document has not been cited yet.

1. Artzner, P., Delbaen, F., Eber, J.-M., 1999. âCoherent measures of riskâ, Mathematical Finance, No. 9, pp. 203 - 228.
   Paper not yet in RePEc: Add citation now
   
2. Bion-Nadal, J., 2004. âConditional risk measure and robust representation of convex conditional risk measuresâ, CMAP, Ecole Polytechnique, pp. 1-31.
   Paper not yet in RePEc: Add citation now
   
3. Delbaen, F., 2002. âCoherent measures of risk on general probability spacesâ, Advances in Finance and Stochastics, pp. 114 - 135.
   Paper not yet in RePEc: Add citation now
   
4. Kollo, T., Pettere, G., 2009. âParameter estimation for the multivariate skew t-copulaâ, Paper submitted for publication, pp. 1-12.
   Paper not yet in RePEc: Add citation now
   
5. On Insurance Companies and Supervision Thereof. [Electronic Resource] / Likumi.lv, 2009. â http://www.likumi.lv â Resource used on October, 16 2009.
   Paper not yet in RePEc: Add citation now
   

6. Ozun, A., Cifter, A. 2007. âPortfolio Value-at-Risk with TimeVarying Copula: Evidence from the Americasâ, MPRA Paper, Munich Personal RePec Arhive, No. 2711, pp. 1-13.

1. On the isolated impact of copulas on risk measurement: Asimulation study. (2016). Berger, Theo.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:58:y:2016:i:c:p:475-481.

   Full description at Econpapers || Download paper

2. A wavelet based approach to measure and manage contagion at different time scales. (2015). Berger, Theo.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:436:y:2015:i:c:p:338-350.

   Full description at Econpapers || Download paper

3. Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling. (2014). Berger, T. ; Missong, M..
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:33:y:2014:i:c:p:33-38.

   Full description at Econpapers || Download paper

4. Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). NGUYEN, CUONG ; Bhatti, Muhammad.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646.

   Full description at Econpapers || Download paper

5. Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
   In: Economics Working Papers.
   RePEc:qub:wpaper:0902.

   Full description at Econpapers || Download paper

6. CONDITIONAL RISK MEASURE MODELING FOR LATVIAN INSURANCE COMPANIES. (2009). Kuzmina, Jekaterina ; Voronova, Irina ; Pettere, Gaida.
   In: Perspectives of Innovation in Economics and Business (PIEB).
   RePEc:pdc:jrpieb:v:3:y:2009:i:3:p:59-61.

   Full description at Econpapers || Download paper

7. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-00408014.

   Full description at Econpapers || Download paper

8. Conditional risk measure modeling for Latvian insurance companies. (2009). Kuzmina, Jekaterina ; Voronova, Irina ; Pettere, Gaida.
   In: Perspectives of Innovations, Economics and Business (PIEB).
   RePEc:ags:jrpieb:94580.

   Full description at Econpapers || Download paper

Report date: 2025-09-20 22:23:33 || Missing content? Let us know