Joint survival probability via truncated invariant copula (Q509311)
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scientific article; zbMATH DE number 6682432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint survival probability via truncated invariant copula |
scientific article; zbMATH DE number 6682432 |
Statements
Joint survival probability via truncated invariant copula (English)
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9 February 2017
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joint survival probability
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truncated invariant FGM copula
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shot noise process
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basket default swap
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intensity model
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