Multiple risk factor dependence structures: distributional properties (Q2404540): Difference between revisions
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Revision as of 18:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple risk factor dependence structures: distributional properties |
scientific article |
Statements
Multiple risk factor dependence structures: distributional properties (English)
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19 September 2017
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multivariate distributions
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dependence
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Pareto distributions
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default risk
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factor model
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weighted risk measures
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