Pages that link to "Item:Q5417944"

The following pages link to Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944):

Displayed 3 items.

• pTAS distributions with application to risk management (Q347267) ‎ (← links)
• Dependent defaults and losses with factor copula models (Q1648673) ‎ (← links)
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) ‎ (← links)