Concepedia

Alessandro Juri

AJ

Statistics

Publications

4

Citations

571

H-Index

4

Active since

2002

Affiliations

Union Bank of Switzerland(Current)

ETH Zurich

Alessandro Juri is an author at Union Bank of Switzerland specializing in dependence modeling, probability theory, and financial economics.

Publications per year

2002–2006

4

Publications

4

Using copulae to bound the Value-at-Risk for functions of dependent risks

Paul Embrechts, Andrea Höing, Alessandro Juri · Finance and Stochastics · 2003 · 291 citations

, , +11

Copula convergence theorems for tail events

Alessandro Juri, Mario V. Wüthrich · Insurance Mathematics and Economics · 2002 · 133 citations

, , +13

Tail Dependence from a Distributional Point of View

Alessandro Juri, Mario V. Wüthrich · Extremes · 2003 · 94 citations

, , +14

Limiting dependence structures for tail events, with applications to credit derivatives

Arthur Charpentier, Alessandro Juri · Journal of Applied Probability · 2006 · 53 citations · Full text

, , +17

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