A remark on credit risk models and copula (Q2920941)
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scientific article; zbMATH DE number 6349143
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A remark on credit risk models and copula |
scientific article; zbMATH DE number 6349143 |
Statements
A remark on credit risk models and copula (English)
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29 September 2014
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copula
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credit risk
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default times
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0.8255836367607117
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0.7962548136711121
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0.7858989834785461
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0.7841390371322632
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