Pages that link to "Item:Q2886005"
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The following pages link to Applications of copula theory in credit risk (Q2886005):
Displaying 8 items.
- Default probability estimation via pair copula constructions (Q320930) (← links)
- On Cox processes and credit risky securities (Q375362) (← links)
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li (Q1994042) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Analysis of dependency structure of default processes based on Bayesian copula (Q2923050) (← links)
- (Q5011444) (← links)
- (Q5398871) (← links)