Pages that link to "Item:Q5417944"
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The following pages link to Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944):
Displaying 5 items.
- pTAS distributions with application to risk management (Q347267) (← links)
- Generalized CreditRisk\(^+\) model and applications (Q906198) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) (← links)
- (Q5398871) (← links)