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Details about Jean-Philippe Bruneton

Homepage:http://www.fundp.ac.be/universite/personnes/page_view/01008414/

Access statistics for papers by Jean-Philippe Bruneton.

Last updated 2012-02-06. Update your information in the RePEc Author Service.

Short-id: pbr465


Working Papers

2011

  1. Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal Trees
    Papers, arXiv.org Downloads View citations (3)
 
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