Conditional copula simulation for systemic risk stress testing
From MaRDI portal
Publication:2015640
DOI10.1016/j.insmatheco.2013.09.009zbMath1290.91173MaRDI QIDQ2015640
Katharina Hendrich, Eike Christian Brechmann, Claudia Czado
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.009
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Uses Software
Cites Work
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