Different Kinds of Risk

by Paul Embrechts , Hansjörg Furrer , Roger Kaufmann

Active Bibliography

1 Infinite Mean Models and the LDA for Operational – Paul Embrechts, Valérie Chavez-demoulin
2 Infinite-mean models and the LDA for operational risk – Johanna Nešlehová, Paul Embrechts, Valérie Chavez-Demoulin
17 Infinite Mean Models and the LDA for Operational Risk – Johanna Nešlehová, Paul Embrechts, Valérie Chavez-Demoulin
6 Multivariate models for operational risk – Klaus Böcker - 2010
1 Risk Aggregation – Paul Embrechts, Giovanni Puccetti - 2009
Applications of hidden Markov – Christina Erlwein
1.2 Risky Investment Projects........................ 10 – Durch Die, Rechts- Und Staatswissenschaftliche Fakultät, Juan Marcelo, Cadena Ibarra, Prof Dr, Frank Riedel
2 Implementing loss distribution approach for operational risk – Pavel V. Shevchenko - 2010
13 Aggregating risk capital, with an application to operational risk – Paul Embrechts, Paul Embrechts, Giovanni Puccetti, Giovanni Puccetti - 2006
Extreme Value Theory in Finance – Erik Brodin
16 Quantitative models for Operational Risk: Extremes, dependence and aggregation – Valérie Chavez-demoulin, Paul Embrechts - 2006
3 A note on portfolio selection under various risk measures – Enrico De Giorgi - 2002
Probabilities of Listed – Cho-hoi Hui, Tak-chuen Wong, Chi-fai Lo, Hong Kong, Ming-xi Huang
The Wharton Financial Institutions Center – Stavros A. Zenios, Franklin Allen, Richard J. Herring, Stavros A. Zenios
CONTENTS – Alan Collinson, Fangtao Dai, John Crabtree
Credit riskenhancement in a networkof – Peter Neu A, Reimer Kuhn B
Credit Models – Damiano Brigo, Banca Imi, Corso Matteotti, Laurent Cousot
Double Default Correlation – Martijn Van Der Voort - 2004
1 How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach This version – Holger Kraft, Mogens Steffensen, Holger Kraft, Mogens Steffensen - 2005
Extending Credit Risk (Pricing) Models for the . . . – Norbert J. Jobst, Stavros A. Zenios