A. Juri

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

Paul Embrechts, Andrea Höing, Alessandro Juri, 2003, Finance Stochastics.

Copula convergence theorems for tail events

A. Juri, M. Wüthrich, 2002 .

Applications of dependence concepts in insurance and finance

A. Juri, 2002 .

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

A. Juri, Arthur Charpentier, 2006, Journal of Applied Probability.

Tail Dependence from a Distributional Point of View

Mario V. Wüthrich, Alessandro Juri, A. Juri, 2003 .