Dependent defaults and losses with factor copula models (Q1648673)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dependent defaults and losses with factor copula models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dependent defaults and losses with factor copula models |
scientific article |
Statements
Dependent defaults and losses with factor copula models (English)
0 references
27 June 2018
0 references
credit portfolio
0 references
credit derivatives
0 references
discrete Fourier transform
0 references
factor copula
0 references
random loss
0 references
survival models
0 references
0 references
0 references
0 references
0 references
0.8301478624343872
0 references
0.8162969946861267
0 references
0.8152320384979248
0 references
0.8149793148040771
0 references
0.8095409870147705
0 references
