Open AccessA Conditioned Gaussian-Poisson Model for Default Phenomena
Author(s) -
Tyler Brannan
Publication year - 2016
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.3532
Subject(s) - poisson distribution , gaussian , copula (linguistics) , econometrics , poisson regression , random variable , zero inflated model , portfolio , statistical physics , compound poisson process , mathematics , mathematical economics , computer science , economics , statistics , poisson process , financial economics , physics , population , demography , quantum mechanics , sociology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom