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Andrea Höing

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Journal Articles

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2007
[j2]
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  - journals/fs/CollamoreH07
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  - https://dblp.org/rec/journals/fs/CollamoreH07
Jeffrey F. Collamore, Andrea Höing:
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. Finance Stochastics 11(3): 299-322 (2007)
2003
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  - journals/fs/EmbrechtsHJ03
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Paul Embrechts, Andrea Höing, Alessandro Juri:
Using copulae to bound the Value-at-Risk for functions of dependent risks. Finance Stochastics 7(2): 145-167 (2003)

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