Multiple risk factor dependence structures: copulas and related properties (Q2397858): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple risk factor dependence structures: copulas and related properties |
scientific article |
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Multiple risk factor dependence structures: copulas and related properties (English)
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24 May 2017
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multivariate distributions
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(tail) dependence
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Archimedean copulas
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Marshall-Olkin copulas
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factor models
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default risk
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