Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.
Egli, Daniel and Blum, Peter and Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable?
Bürgi, Roland and Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:
Dacorogna, Michel M and Kratz, Marie (2015): Living in a Stochastic World and Managing Complex Risks.
Dacorogna, Michel M and Busse, Marc (2016): The Price of Being a Systemically Important Financial Institution (SIFI).
Apicella, Giovanna and Dacorogna, Michel M (2016): A General framework for modelling mortality to better estimate its relationship with interest rate risks.
Dacorogna, Michel M (2017): Approaches and Techniques to Validate Internal Model Results.
Limani, Jeta and Bettinger, Régis and Dacorogna, Michel M (2017): On the diversification benefit of reinsurance portfolios.
Albrecher, Hansjörg and Dacorogna, Michel M (2024): Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks.
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