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Publications by Alessandro Juri

Limiting Dependence Structures for Tail Events, With Applications to Credit Derivatives

Journal of Applied Probability

English

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Managing Credit Risk With Credit and Macro Derivatives

Schmalenbach Business Review

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Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms

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Tail Dependence of Perturbed Copulas

Journal of Statistical Theory and Applications

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Methods of Tail Dependence Estimation

Water Science and Technology Library

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Robust Neural Network With Applications to Credit Portfolio Data Analysis

Statistics and its Interface

Applied Mathematics

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Taxation of Credit Derivatives

SSRN Electronic Journal

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Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection

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Tail and Nontail Memory With Applications to Extreme Value and Robust Statistics

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Tail-Dependence in Stock-Return Pairs

International Journal of Intelligent Systems in Accounting, Finance & Management

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