Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling cascading effects for systemic risk: properties of the Freund copula |
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Modelling cascading effects for systemic risk: properties of the Freund copula (English)
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13 January 2020
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dependent lifetime models
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upper orthant order
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systemic risk
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