Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law |
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Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (English)
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4 May 2016
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stepwise default simulation
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default-risk modeling
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default dependence
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portfolio credit risk
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Marshall-Olkin distribution
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nested margining property
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