Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648): Difference between revisions
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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)
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15 May 2019
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loss given default
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multivariate models
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asymptotic estimates
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Archimedean copulas
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