Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study

DOI10.2478/demo-2014-0001zbMath1292.91181OpenAlexW2043691303MaRDI QIDQ5417944

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Publication date: 23 May 2014

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/demo-2014-0001

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