Stochastic distortion and its transformed copula (Q1742719)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic distortion and its transformed copula |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic distortion and its transformed copula |
scientific article |
Statements
Stochastic distortion and its transformed copula (English)
0 references
12 April 2018
0 references
stochastic distortion
0 references
transformed copula by stochastic distortions
0 references
time-changed process
0 references
portfolio credit risk model
0 references
distortion function
0 references
copula function
0 references
0 references
0 references
0 references
0 references
