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158篇 您的检索式:作者名="Embrechts P"
    题名 作者 年代 出处 被引量
1Linear correlation and EVT: Properties and caveats 显示文摘Embrechts P 2009Journal of Financial Econometrics2009,7,1:1
2Influence of sex and gestational age on cord blood IgE显示文摘Kimpen J Callaert H Embrechts P 1989Acta Paediatr Scand1989,78,:1
3Correlation : pitfalls and alternatives显示文摘Embrechts P McNeil A Straumann D 1998Risk1998,5,12:1
4Correlation: Pitfalls and ahematives显示文摘Embrechts P McNeil A Straunmn D 1999Risk1999,12,5:1
5Using Copula to bound the value-at-risk for function of dependent risks显示文摘EMBRECHTS P 2003Finance and Stochastics2003,,7:1
6Confidence bounds for the adjustment coefficient 显示文摘PITTS S GROBEL R EMBRECHTS P 1996Adv Appl Prob1996,28,3:1
7Correlation: pitfalls and alternatives显示文摘Embrechts P McNeil A J Straumann D 1999Risk1999,12,1:1
8Actuarial Versus Financial Pricing of Insurance 显示文摘EMBRECHTS P 2000Journal of Risk Finance2000,,1:1
9Ruin estimation for a general in- surance risk model显示文摘Embrechts P Schmidli H 1994Advances in Applied Probability1994,,26:1
10Correlation: Pitfalls and Alternatives 显示文摘Embrechts P Mcneil A Straumann D 1999Risk1999,,12:1
11Correlation and dependence in risk management:properties and pitfalls显示文摘Embrechts P McNeil A Straumann D 2002Risk management:value at risk and beyond2002,,:1
12Correlation:Pitfall and Alterna- tives显示文摘Embrechts P McNeil A J Straumann D 1999Risk1999,,12:1
13Smooth extremal models in finance and insurance显示文摘Chavez-Demoulin V Embrechts P 2004The Journal of Risk and Insurance2004,71,2:1
14Ruin estimation for a general insurance risk model 显示文摘Embrechts P Schmidli H 1994Advances in Applied Probability1994,26,2:1
15Correlation: pitfalls and alternatives显示文摘Embrechts P McNeil A Straumann D 1999Risk1999,,:1
16Ruin estimation for a general insurance risk model显示文摘Embrechts P Schmidli H 1994Advances in Applied Probability1994,26,:1
17Dependence Structures for Multivar- iate High-frequency Data in Finance 显示文摘W Breymann A dias P Embrechts 2003Quantitative Finance2003,,1:1
18Dependence structures for multivariate high-frequency data in finance显示文摘Breymann W Dias A Embrechts P 2003Quantitative Finance2003,3,1:1
19A property of longtailed distributions显示文摘Embrechts P Omey E 1984J Appl Prob1984,21,:1
20Estimates for the probability of ruin with special emphasis on the possibility of large claims显示文摘Embrechts P Veraverbeke N 1982Insurance:Math Econ1982,1,:1
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