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Browsing by Author JOOSSENS Elisabeth

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Publication YearTitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2008Change in the DGS Level of Coverage Due to the 2008 Financial Crisis: First Basic Impact EvaluationUBOLDI Adamo; JOOSSENS Elisabeth; PETRACCO GIUDICI Marco; CAMPOLONGO FrancescaEUR - Scientific and Technical Research Reports
2006Correlation Risk in Multiasset Equity Options PricingCAMPOLONGO FRANCESCA; JOOSSENS ELISABETH; SAITA Francesco; ROMANO Maria EgleArticles in Journals
2005The Effect of Credit Risk Transfer on Financial StabilityBAUR Dirk; JOOSSENS ELISABETHEUR - Scientific and Technical Research Reports
2006Extreme Value Statistics: Second-Order Models and Applications to Metal FatigueJOOSSENS ELISABETHPhD Theses
2008An overview of Portfolio Insurances: CPPI and CPDOJOOSSENS Elisabeth; SCHOUTENS WimEUR - Scientific and Technical Research Reports
2010Portfolio Insurances, CPPI and CPDO, truth or illusion?JOOSSENS Elisabeth; SCHOUTENS WimArticles in books
2010Pricing multiasset equity options: how relevant is the dependence function?BEDENDO Mascia; CAMPOLONGO Francesca; JOOSSENS Elisabeth; SAITA FrancescoArticles in Journals
2010The Promptness of European Deposit Protection Schemes to Face Banking FailuresCARIBONI Jessica; JOOSSENS Elisabeth; UBOLDI AdamoArticles in Journals
2009Second-order Refined Peaks-over-threshold Modelling for Heavy-tailed DistributionsBEIRLANT Jan; JOOSSENS Elisabeth; SEGERS JohanArticles in Journals
2005Unbiased Tail Estimation by an Extension of the General Pareto DistributionJOOSSENS ELISABETH, et alEUR - Scientific and Technical Research Reports
Showing results 1 to 10 of 10

 

The mission of the JRC is to provide customer-driven scientific and technical support for the conception, development, implementation and monitoring of EU policies. As a service of the European Commission, the JRC functions as a reference centre of science and technology for the Union. Close to the policy-making process, it serves the common interest of the Member States, while being independent of special interests, whether private or national.
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