Pages that link to "Item:Q5450695"
From MaRDI portal
The following pages link to COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS (Q5450695):
Displayed 10 items.
- Stochastic comparisons of multivariate mixtures (Q604364) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Dependence in failure times due to environmental factors (Q1004264) (← links)
- Stochastic comparisons of multivariate mixture models (Q1026352) (← links)
- On finite exchangeable sequences and their dependence (Q1679565) (← links)
- Stochastic comparison of multivariate conditionally dependent mixtures (Q2015057) (← links)
- First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
- On General Multivariate Mixture Models (Q5172789) (← links)
- Exchangeable FGM copulas (Q6119932) (← links)