DOI10.1080/1350486042000218420zbMath1106.91367OpenAlexW2101023031MaRDI QIDQ4673732
Marco Bee
Publication date: 9 May 2005 Published in: Applied Mathematical Finance (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1080/1350486042000218420
zbMATH Keywords
copulafinite mixture distributionsnon-parametric bootstrapcredit default swap spread
Mathematics Subject Classification ID
Statistical methods; economic indices and measures (91B82)
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