Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944): 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 21:47, 5 March 2024
scientific article; zbMATH DE number 6298101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study |
scientific article; zbMATH DE number 6298101 |
Statements
Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (English)
0 references
23 May 2014
0 references
copula
0 references
credit risk
0 references
model risk
0 references
quantitative finance
0 references
CreditRisk\(^+\)
0 references
capital requirements
0 references
