Modeling defaults with nested Archimedean copulas (Q621757)

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Modeling defaults with nested Archimedean copulas
scientific article

    Statements

    title
    Modeling defaults with nested Archimedean copulas (English)
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    author
    Marius Hofert
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    publication date
    28 January 2011
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    62H05
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    62H20
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    62P05
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    zbMATH DE Number
    5842745
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