Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497): Difference between revisions

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+Multi-precision Laplace transform inversion
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+Q4941947
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+Bivariate distributions with given extreme value attractor
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+Pricing distressed CDOs with stochastic recovery
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+CDO pricing with nested Archimedean copulas
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+Orthant tail dependence of multivariate extreme value distributions
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+Lévy-frailty copulas
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+A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE
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+Reparameterizing Marshall–Olkin copulas with applications to sampling
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+CIID Frailty Models and Implied Copulas
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+Q4486401
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