AMS Classification 60E15
"Inequalities; stochastic orderings"These are all the papers that have the " 60E15 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Default and Systemic Risk in Equilibrium
by Agostino Capponi of the Purdue University, and
Martin Larsson of the Cornell University
(480K PDF) -- 42 pages -- December 23, 2011 A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
by Xavier Burtschell of BNP-Paribas,
Jon Gregory - Consultant, and
Jean-Paul Laurent of Université de Lyon & BNP-Paribas
(541K PDF) -- 34 pages -- February 20, 2009 Bounds for Functions of Dependent Risks
by Paul Embrechts of ETH Zurich, and
Giovanni Puccetti of University of Firenze
(391K PDF) -- 14 pages -- September 2006 Bounds for Functions of Multivariate Risks
by Paul Embrechts of ETH Zurich, and
Giovanni Puccetti of the University of Firenze
(74K PDF) -- 23 pages -- April 4, 2005 Embrechts, Paul, Andrea Höing, and Alessandro Juri, "Using Copulae to Bound the Value-at-Risk for Functions of Dependent Risks", Finance and Stochastics, Vol. 7, No. 2, (April 2003), 145-167. Bounds for the Distribution of a Multivariate Sum
by Haijun Li of Washington State University,
Marco Scarsini of the Università d'Annunzio, and
Moshe Shaked of the University of Arizona
(1,117K PDF) -- 15 pages -- 1996
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