Details about Jean-Philippe Bruneton
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
- Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal Trees
Papers, arXiv.org
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