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advanced probability theory
(2)
clayton copula
(2)ali-mikhail-haq copula
(1)anlagen und wertpapiere
(1)archimedean copula
(1)cdo tranche
(1)cds index
(1)cds spread
(1)continuous distribution modeling techniques
(1)copula functions
(1)copula theory applications
(1)cramer-von-mises estimation
(1)credit basket modeling techniques
(1)credit curve
(1)credit risk analysis
(1)default probabilities
(1)default times
(1)farlie-gumbel-morgenstern
(1)financial derivatives modeling
(1)gaussian copula
(1)general
(1)generating function
(1)index tranches
(1)itraxx europe
(1)l-moments
(1)length biased distributions
(1)lifetime data analysis
(1)mathematics
(1)maximum likelihood estimation
(1)moments
(1)multivariate distribution models
(1)order statistics
(1)poisson g family
(1)portfolio risk assessment
(1)protection seller
(1)quantitative finance methods
(1)reference portfolio
(1)reliability engineering statistics
(1)risk neutral default p
(1)statistical modeling methods
(1)structured finance products
(1)tail dependence
(1)topp leone family
(1)wahrscheinlichkeitsrechnung und stat
(1)Ergebnis: 2 Artikel
Schlagwort: clayton copula
