Alessandro Juri

According to our database, Alessandro Juri authored at least 1 paper in 2003.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2003

Using copulae to bound the Value-at-Risk for functions of dependent risks.

Paul Embrechts, Andrea Höing, Alessandro Juri

Finance Stochastics, 2003