AMS Classification 62H99
"Multivariate analysis (not otherwise listed)"These are all the papers that have the " 62H99 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Consistent Single- and Multi-step Sampling of Multivariate Arrival Times: A characterization of self-chaining copulas
by Damiano Brigo of King's College, London, and
Kyriakos Chourdakis of King's College, London
(215K PDF) -- 23 pages -- May 1, 2012 Tail Approximation for Credit Risk Portfolios with Heavy-tailed Risk Factors
by Krassimir Kostadinov of the Munich University of Technology
(262K PDF) -- 24 pages -- January 2005
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