Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:10, 6 March 2024
scientific article; zbMATH DE number 7054998
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation |
scientific article; zbMATH DE number 7054998 |
Statements
Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (English)
0 references
15 May 2019
0 references
loss given default
0 references
multivariate models
0 references
asymptotic estimates
0 references
Archimedean copulas
0 references