Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084)
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scientific article; zbMATH DE number 6811595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on composite Bernstein copula and its application to credit risk analysis |
scientific article; zbMATH DE number 6811595 |
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Remarks on composite Bernstein copula and its application to credit risk analysis (English)
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23 November 2017
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composite Bernstein copula
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EM algorithm
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probabilistic structure
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credit risk analysis
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Baker's distribution
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