Perturbed Gaussian copula
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Publication:3572012
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Credit risk (91G40)
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- scientific article; zbMATH DE number 7409459 (Why is no real title available?)
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