Reference health
Statistics and Quantitative Risk Management for Banking and Insurance
52/52 checkable references clean · checked 2026-08-04
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
35 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 52 checked references that resolve
resolves10.1002/for.977
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
resolves10.1287/opre.1120.1072
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
resolves10.1515/9781400835287
The Known, the Unknown, and the Unknowable in Financial Risk Management
resolves10.2143/AST.40.1.2049222
The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
resolves10.1017/CBO9780511615337.008
Correlation and Dependence in Risk Management: Properties and Pitfalls
resolves10.1080/00949655.2011.574632
A stochastic representation and sampling algorithm for nested Archimedean copulas
resolves10.1016/j.jmva.2012.02.019
Likelihood inference for Archimedean copulas in high dimensions under known margins
resolves10.1016/S0927-5398(00)00012-8
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
resolves10.1214/07-AOS556
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
resolves10.1016/j.jspi.2009.05.030
On the distributional transform, Sklar's theorem, and the empirical copula process
The 35 references without a DOI — listed, not checked
no DOI — not checkedB1
no DOI — not checkedFinancial risk measurement for financial risk management
no DOI — not checkedFundamental Review of the Trading Book
no DOI — not checkedB10
no DOI — not checkedExtreme-quantile tracking for financial time series
no DOI — not checkedAn Introduction to High-Frequency Finance
no DOI — not checkedFinancial Risk Forecasting
no DOI — not checkedMonetary Utility Functions
no DOI — not checkedCorrelation: pitfalls and alternatives
no DOI — not checkedFinancial Econometrics: Problems, Models and Methods
no DOI — not checkedMassstabinvariante Korrelationstheorie
no DOI — not checkedArchimedean copulas in high dimensions: estimators and numerical challenges motivated by financial applications
no DOI — not checkedMultivariate Models and Dependence Concepts
no DOI — not checkedValue at Risk: The New Benchmark for Managing Financial Risk
no DOI — not checkedB55
no DOI — not checkedRisk, Uncertainty and Profit
no DOI — not checkedRobust value-at-risk prediction
no DOI — not checkedQuantitative Risk Management: Concepts, Techniques, Tools
no DOI — not checkedStatistical Methods For Financial Engineering
no DOI — not checkedGame, set and match
no DOI — not checkedRecipe for disaster: the formula that killed Wall Street
no DOI — not checkedSolvency: Models, Assessment and Regulation
no DOI — not checkedB74
no DOI — not checkedProbabilistic Metric Spaces
no DOI — not checkedFrom Principle-Based Risk Management to Solvency Requirements: Analytic Framework for the Swiss Solvency Test
no DOI — not checkedBivariate extreme statistics, I
no DOI — not checkedFonctions de répartition à n dimensions et leurs marges
no DOI — not checkedRandom variables, distribution functions, and copulas: a personal look backward and forward
no DOI — not checkedBanking on Basel: The Future of International Financial Regulation
no DOI — not checkedB82
no DOI — not checkedThe fundamental risk quadrangle in risk management, optimization and statistical estimation
no DOI — not checkedHandbook of Modeling High-Frequency Data in Finance
no DOI — not checkedOn the nature of mathematical thinking
no DOI — not checkedBubble Value at Risk: A Countercyclical Risk Management Approach
no DOI — not checkedB87
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or importance of the work itself, and nothing about references deposited without a DOI.
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