Climate-Aware Copula Models for Sovereign Rating Migration Risk

MaRDI QIDQ7242870arXivFDO

Authors Marina Palaisti

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

arXiv classification

stat.ME

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