Pages that link to "Item:Q5233178"
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The following pages link to Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178):
Displaying 13 items.
- Linear credit risk models (Q2282965) (← links)
- Exogenous shock models: analytical characterization and probabilistic construction (Q2338099) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Modeling Dependent Outages of Electric Power Plants (Q5130480) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← 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)
- Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks (Q6489108) (← links)
- Stopping times occurring simultaneously (Q6617086) (← links)
