2. Professors
  3. MENZIETTI Massimiliano
  4. Research
  5. Publications

Publications

Massimiliano MENZIETTI Publications


2007
Articolo in rivista
OPTIMISATION OF CONDITIONAL-VAR IN AN ACTUARIAL MODEL FOR CREDIT RISK ASSUMING A STUDENT COPULA DEPENDENCE STRUCTURE
INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS. Vol. 4. Pag.39-56
ISSN:1810-4967.
Masala, G; Menzietti, Massimiliano; Micocci, M.
Codice identificativo SCOPUS: 2-s2.0-84891878416
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