Stochastic distortion and its transformed copula (Q1742719)
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scientific article; zbMATH DE number 6858911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic distortion and its transformed copula |
scientific article; zbMATH DE number 6858911 |
Statements
Stochastic distortion and its transformed copula (English)
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12 April 2018
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stochastic distortion
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transformed copula by stochastic distortions
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time-changed process
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portfolio credit risk model
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distortion function
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copula function
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