CIID Frailty Models and Implied Copulas (Q2849532)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CIID Frailty Models and Implied Copulas |
scientific article |
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CIID Frailty Models and Implied Copulas (English)
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20 September 2013
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stochastic framework
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portfolio default models
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multivariate frailty model
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