CIID Frailty Models and Implied Copulas (Q2849532)

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CIID Frailty Models and Implied Copulas
scientific article

    Statements

    title
    CIID Frailty Models and Implied Copulas (English)
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    author
    Jan-Frederik Mai
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    Matthias Scherer
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    Rudi Zagst
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    publication date
    20 September 2013
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    zbMATH Keywords
    stochastic framework
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    portfolio default models
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    multivariate frailty model
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62H05
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    91G10
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    zbMATH DE Number
    6210182
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