Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Assaf Zeevi
Portfolio Credit Risk With Extremal Dependence: Asymptotic Analysis and Efficient Simulation
Operations Research
Management Science
Computer Science Applications
Operations Research
Related publications
Large Portfolio Credit Risk Modeling
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
The Pricing of Portfolio Credit Risk
SSRN Electronic Journal
Systemic Risk Contributions: A Credit Portfolio Approach
Journal of Banking and Finance
Economics
Econometrics
Finance
Severe Loss Probabilities in Portfolio Credit Risk Models
SSRN Electronic Journal
Robust Neural Network With Applications to Credit Portfolio Data Analysis
Statistics and its Interface
Applied Mathematics
Statistics
Probability
Extremal Dependence Modeling With Spatial and Survival Distributions
Journal of Mathematics Research
Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms
SSRN Electronic Journal
GCPM: A FLexible Package to Explore Credit Portfolio Risk
Austrian Journal of Statistics
Uncertainty
Applied Mathematics
Statistics
Probability
Semiparametric Bivariate Modelling With Flexible Extremal Dependence
Statistics and Computing
Statistics
Probability
Uncertainty
Mathematics
Computational Theory
Theoretical Computer Science