Andrea Höing

Publication Activity (10 Years)

Years Active: 2003-2007
Publications (10 Years): 0

Publications

Jeffrey F. Collamore, Andrea Höing
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. Finance Stochastics 11 (3) (2007)
Paul Embrechts, Andrea Höing, Alessandro Juri
Using copulae to bound the Value-at-Risk for functions of dependent risks. Finance Stochastics 7 (2) (2003)