Analysis of dependency structure of default processes based on Bayesian copula (Q2923050)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analysis of dependency structure of default processes based on Bayesian copula |
scientific article; zbMATH DE number 6355799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of dependency structure of default processes based on Bayesian copula |
scientific article; zbMATH DE number 6355799 |
Statements
15 October 2014
0 references
Bayesian copula
0 references
credit risk
0 references
jump diffusion process
0 references
Markov chain Monte Carlo
0 references
Analysis of dependency structure of default processes based on Bayesian copula (English)
0 references
0.8043133616447449
0 references
0.7633384466171265
0 references
0.7608435750007629
0 references
0.7535452246665955
0 references
