Hierarchical Archimedean dependence in common shock models (Q2241502)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Archimedean dependence in common shock models |
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Hierarchical Archimedean dependence in common shock models (English)
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9 November 2021
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common shock models
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Marshall-Olkin distribution
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hierarchical Archimedean copulas
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systemic risk
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