On A Conjecture By Eriksson Concerning Overlap In StringsIsa Cakir, Ourania Chryssaphinou, Marianne MÃ¥nssonCombinatorics, Probability & Computing1999Consider a finite alphabet Î© and strings consisting of elements from Î©. For a given string w, let cor(w) denote the autocorrelation, which can be seen as a measure of the amount of overlap in w.â€¦ (More)

Calculating Value-at-Risk contributions in CreditRisk+Dirk Tasche, Isa Cakir, Hermann Haaf, Alexandre Kurth2001Credit Suisse First Boston (CSFB) launched in 1997 the model CreditRisk which aims at calculating the loss distribution of a credit portfolio on the basis of a methodology from actuarial mathematics.â€¦ (More)