Hierarchical Archimedean dependence in common shock models (Q2241502)
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scientific article; zbMATH DE number 7422323
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| default for all languages | No label defined |
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| English | Hierarchical Archimedean dependence in common shock models |
scientific article; zbMATH DE number 7422323 |
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Hierarchical Archimedean dependence in common shock models (English)
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9 November 2021
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common shock models
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Marshall-Olkin distribution
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hierarchical Archimedean copulas
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systemic risk
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0.7524667382240295
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0.752414882183075
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0.7509885430335999
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0.7509673237800598
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0.7487722635269165
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