Stochastic distortion and its transformed copula (Q1742719)

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Stochastic distortion and its transformed copula
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    Stochastic distortion and its transformed copula (English)
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    12 April 2018
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    stochastic distortion
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    transformed copula by stochastic distortions
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    time-changed process
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    portfolio credit risk model
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    distortion function
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    copula function
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