Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li
type: Item
instance of: scholarly article
title: Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li
zbMATH Open document ID: 1404.62114
author: Giovanni Puccetti
author: Matthias Scherer
published in: Dependence Modeling
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6970036
zbMATH Keywords: copulas
zbMATH Keywords: credit portfolios
zbMATH Keywords: broken heart syndrome
describes a project that uses: CreditRisk+
MaRDI profile type: Publication
full work available at URL: demo-2018-0007
OpenAlex ID: W2809145445
cites work: Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
cites work: My introduction to copulas. An interview with Roger Nelsen
cites work: Understanding Relationships Using Copulas
cites work: An Optimum Property of Regular Maximum Likelihood Estimation
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: An introduction to copulas.
Wikidata QID: Q129624433
DOI: 10.1515/DEMO-2018-0007
description: scientific article; zbMATH DE number 6970036