Munich Personal RePEc Archive

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Number of items: 8.

30 October 2004

Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.

24 August 2005

Egli, Daniel and Blum, Peter and Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable?

15 August 2008

Bürgi, Roland and Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:

25 July 2015

Dacorogna, Michel M and Kratz, Marie (2015): Living in a Stochastic World and Managing Complex Risks.

27 June 2016

Dacorogna, Michel M and Busse, Marc (2016): The Price of Being a Systemically Important Financial Institution (SIFI).

July 2016

Apicella, Giovanna and Dacorogna, Michel M (2016): A General framework for modelling mortality to better estimate its relationship with interest rate risks.

23 April 2017

Dacorogna, Michel M (2017): Approaches and Techniques to Validate Internal Model Results.

30 October 2017

Limani, Jeta and Bettinger, Régis and Dacorogna, Michel M (2017): On the diversification benefit of reinsurance portfolios.

This list was generated on Thu Oct 24 02:25:29 2019 CEST.
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