Dependence Modeling (Mar 2014)

Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study

Jakob Kevin,
Fischer Matthias

Affiliations

Jakob Kevin: Department of Economics, University of Augsburg
Fischer Matthias: Department of Statistics and Econometrics, University of Nuremberg

DOI: https://doi.org/10.2478/demo-2014-0001
Journal volume & issue: Vol. 2, no. 1

Abstract

No abstracts available.

Published in Dependence Modeling

ISSN: 2300-2298 (Online)
Publisher: De Gruyter
Country of publisher: Poland
LCC subjects: Science: Science (General); Science: Mathematics
Website: https://www.degruyter.com/journal/key/demo/html

About the journal