CIID Frailty Models and Implied Copulas (Q2849532): Difference between revisions
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Latest revision as of 19:25, 19 March 2024
scientific article
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English | CIID Frailty Models and Implied Copulas |
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CIID Frailty Models and Implied Copulas (English)
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20 September 2013
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stochastic framework
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portfolio default models
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multivariate frailty model
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