Pages that link to "Item:Q2849532"
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The following pages link to CIID Frailty Models and Implied Copulas (Q2849532):
Displayed 13 items.
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas (Q631606) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- On the measure induced by copulas that are invariant under univariate truncation (Q6061470) (← links)
- Generalized Cox model for default times (Q6105368) (← links)