Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944): Difference between revisions
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Revision as of 02:31, 20 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)
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23 May 2014
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copula
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credit risk
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model risk
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quantitative finance
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CreditRisk\(^+\)
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capital requirements
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