Modeling defaults with nested Archimedean copulas (Q621757): Difference between revisions

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+https://doi.org/10.1007/s11857-010-0123-1
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+W1983336905
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+Q3723577
@@ Property / cites work: Q3723577 / rank @@
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@@ Property / cites work @@
+The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
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@@ Property / cites work @@
+Modeling defaults with nested Archimedean copulas
@@ Property / cites work: Modeling defaults with nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Efficiently sampling nested Archimedean copulas
@@ Property / cites work: Efficiently sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+CDO pricing with nested Archimedean copulas
@@ Property / cites work: CDO pricing with nested Archimedean copulas / rank @@
+Normal rank
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank