has been cited by the following article(s):
[1]
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The Calculation of Solvency Capital Requirement using Copulas
SSRN Electronic Journal ,
2019
DOI:10.2139/ssrn.3382556
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[2]
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Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry
International Review of Finance,
2017
DOI:10.1111/irfi.12117
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[3]
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Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry
International Review of Finance,
2017
DOI:10.1111/irfi.12117
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[4]
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Correlations and Systemic Risk in Operational Losses of the U.S. Banking Industry
SSRN Electronic Journal,
2016
DOI:10.2139/ssrn.2741244
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[5]
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Aggregation of underwriting risks in insurance industry of Iran using vine copula
Risk Governance and Control: Financial Markets and Institutions,
2015
DOI:10.22495/rgcv5i4c1art4
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[6]
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Equity Risk Under Solvency II: Internal Models and Procyclical Effects
SSRN Electronic Journal,
2013
DOI:10.2139/ssrn.2340430
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