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Bürgschaft 1 Credit risk 1 Default risks 1 Financial crisis 1 Finanzkrise 1 Gaussian copulas 1 Government guarantee 1 Kreditrisiko 1 Multivariate Verteilung 1 Multivariate distribution 1 Stochastic dependence 1 Stochastic process 1 Stochastischer Prozess 1 Surety 1 Theorie 1 Theory 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cerqueti, Roy 1 Cesarone, Francesco 1 Heusch, Maria C. 1 Mottura, Carlo D. 1
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Review of managerial science : RMS 1
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ECONIS (ZBW) 1
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A new family of modified Gaussian copulas for market consistent valuation of government guarantees
Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; … - In: Review of managerial science : RMS 18 (2024) 7, pp. 1985-2005
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