On some path-dependent correlation models in risk theory - Archive ouverte HAL
Communication Dans Un Congrès Année : 2009

On some path-dependent correlation models in risk theory

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hal-00397242 , version 1 (19-06-2009)

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  • HAL Id : hal-00397242 , version 1

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Stéphane Loisel. On some path-dependent correlation models in risk theory. Workshop in honour of Hans Gerber (2bornot2b Conference), Jun 2009, Lausanne, Switzerland. ⟨hal-00397242⟩
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