COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS (Q5450695): Difference between revisions

@@ Property / author @@
-Q163552
@@ Property / author: Q163552 / rank @@
-Normal rank
@@ Property / author @@
-Esther Frostig
@@ Property / author: Esther Frostig / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / author @@
+Esther Frostig
@@ Property / author: Esther Frostig / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth generators of integral stochastic orders.
@@ Property / cites work: Smooth generators of integral stochastic orders. / rank @@
+Normal rank
@@ Property / cites work @@
+Ultramodular Functions
@@ Property / cites work: Ultramodular Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5450695