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Publications by Assaf Zeevi

Portfolio Credit Risk With Extremal Dependence: Asymptotic Analysis and Efficient Simulation

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2008English

Related publications

Large Portfolio Credit Risk Modeling

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

The Pricing of Portfolio Credit Risk

SSRN Electronic Journal
2006English

Systemic Risk Contributions: A Credit Portfolio Approach

Journal of Banking and Finance
EconomicsEconometricsFinance
2013English

Severe Loss Probabilities in Portfolio Credit Risk Models

SSRN Electronic Journal
2004English

Robust Neural Network With Applications to Credit Portfolio Data Analysis

Statistics and its Interface
Applied MathematicsStatisticsProbability
2010English

Extremal Dependence Modeling With Spatial and Survival Distributions

Journal of Mathematics Research
2017English

Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms

SSRN Electronic Journal
2006English

GCPM: A FLexible Package to Explore Credit Portfolio Risk

Austrian Journal of Statistics
UncertaintyApplied MathematicsStatisticsProbability
2016English

Semiparametric Bivariate Modelling With Flexible Extremal Dependence

Statistics and Computing
StatisticsProbabilityUncertaintyMathematicsComputational TheoryTheoretical Computer Science
2019English

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