Pages that link to "Item:Q5324402"
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The following pages link to A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE (Q5324402):
Displayed 12 items.
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Moment-based estimation of extendible Marshall-Olkin copulas (Q1936667) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- Dependence properties of dynamic credit risk models (Q2909818) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- (Q6146323) (← links)