Graphical models for correlated defaults (Q4919613)
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scientific article; zbMATH DE number 6163069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Graphical models for correlated defaults |
scientific article; zbMATH DE number 6163069 |
Statements
GRAPHICAL MODELS FOR CORRELATED DEFAULTS (English)
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14 May 2013
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graphical models
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toric models
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Ising model
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default dependence
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correlated default
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correlation smile
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normal copula
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algebraic statistics
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0.8158648610115051
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0.8024803400039673
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0.7956745028495789
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0.7796109318733215
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0.7753767967224121
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