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Copula model selection for vehicle component failures based on warranty claims
Wifvat, Kathryn, (2020)
Gaussian rank correlation and regression
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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
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A Darwinian view on internal models
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How to model operational risk if you must
Embrechts, Paul, (2007)
The walls came tumbling down
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