Pages that link to "Item:Q277273"
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The following pages link to Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273):
Displaying 6 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)
- Stopping times occurring simultaneously (Q6617086) (← links)
