Remarks on composite Bernstein copula and its application to credit risk analysis
type: Item
instance of: scholarly article
title: Remarks on composite Bernstein copula and its application to credit risk analysis
zbMATH Open document ID: 1404.62055
author: Nan Guo
author: Fang Wang
author: Jingping Yang
published in: Insurance Mathematics \& Economics
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6811595
zbMATH Keywords: composite Bernstein copula
zbMATH Keywords: EM algorithm
zbMATH Keywords: probabilistic structure
zbMATH Keywords: credit risk analysis
zbMATH Keywords: Baker's distribution
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.08.007
OpenAlex ID: W2751564095
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DOI: 10.1016/J.INSMATHECO.2017.08.007
description: scientific article; zbMATH DE number 6811595