Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648)
From MaRDI portal
scientific article; zbMATH DE number 7054998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation |
scientific article; zbMATH DE number 7054998 |
Statements
Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (English)
0 references
15 May 2019
0 references
loss given default
0 references
multivariate models
0 references
asymptotic estimates
0 references
Archimedean copulas
0 references
