Dependence properties of dynamic credit risk models (Q2909818)
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scientific article; zbMATH DE number 6078495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence properties of dynamic credit risk models |
scientific article; zbMATH DE number 6078495 |
Statements
Dependence properties of dynamic credit risk models (English)
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6 September 2012
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portfolio credit risk
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hazard rate model
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reduced-form model
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copula
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association
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