Pages that link to "Item:Q277273"

The following pages link to Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273):

Displayed 5 items.

• A weak version of bivariate lack of memory property (Q1620938) ‎ (← links)
• The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) ‎ (← links)
• Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) ‎ (← links)
• Implementing Markovian models for extendible Marshall-Olkin distributions (Q6160717) ‎ (← links)
• A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) ‎ (← links)