Copulas, credit portfolios, and the broken heart syndrome

被引：8
|
作者：
Puccetti, Giovanni [1 ]
Scherer, Matthias [2 ]
Li, David X.
机构：
[1] Univ Milan, Dipartimento Econ Management Metodi & Quantitat, Milan, Italy
[2] Tech Univ Munich, Lehrstuhl Finanzmathemath, Munich, Germany
来源：
DEPENDENCE MODELING | 2018年 / 6卷 / 01期
关键词：
D O I：
10.1515/demo-2018-0007
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：114 / 130
页数：17
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