Default dependence in the insurance and banking sectors : a copula approach
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Xuan ; Kim, Minjoo ; Yan, Cheng ; Zhao, Yang |
Subject: | Copula | Default dependence | Determinants | Insurers | Probability of default | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Versicherung | Insurance | Insolvenz | Insolvency | Bank | Theorie | Theory |
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