CIID frailty models and implied copulas (Q2849532)
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scientific article; zbMATH DE number 6210182
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| English | CIID frailty models and implied copulas |
scientific article; zbMATH DE number 6210182 |
Statements
CIID Frailty Models and Implied Copulas (English)
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20 September 2013
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stochastic framework
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portfolio default models
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multivariate frailty model
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0.7950531840324402
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0.7947266697883606
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0.7775625586509705
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0.7754661440849304
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0.7609236836433411
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