Brice Hakwa

Bergische Universität Wuppertal Fachbereich Mathematik/Stochastik

GAUSSSTR. 20

Wuppertal, GA NRW 42119

Germany

http://www2.math.uni-wuppertal.de/~ruediger/

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Measuring the Marginal Systemic Risk Contribution Using Copula

Number of pages: 18 Posted: 30 Sep 2011 Last Revised: 23 Oct 2011

Brice Hakwa

Bergische Universität Wuppertal Fachbereich Mathematik/Stochastik

Downloads 451 (161,218)

Citation 1

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2.

Analyzing Systemic Risk using CoVaR under Elliptical Distributions

Number of pages: 17 Posted: 23 Dec 2015

Brice Hakwa

Bergische Universität Wuppertal Fachbereich Mathematik/Stochastik

Downloads 113 (630,858)

Abstract:

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