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Copula-Dependent Defaults in Intensity Models

2002309 citationsJournal Articlegreen Open Access

Authors

Philipp Schönbucher · ETH Zurich

Dirk Schubert · KPMG (United Kingdom)

Topics & Keywords

Credit Risk and Financial Regulations Banking stability, regulation, efficiency Insurance and Financial Risk Management

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.301968

Copula-Dependent Defaults in Intensity Models | Researchclopedia