A remark on credit risk models and copula
Shigeo Kusuoka and Takenobu Nakashima
| Year of publication: |
2012
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|---|---|
| Authors: | Kusuoka, Shigeo ; Nakashima, Takenobu |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 16.2012, p. 53-84
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| Subject: | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009627400