Open AccessA Conditioned Gaussian-Poisson Model for Default Phenomena
Author(s) -
Tyler Brannan
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.3532
Subject(s) - poisson distribution , gaussian , copula (linguistics) , econometrics , zero inflated model , random variable , poisson regression , compound poisson process , portfolio , mathematics , cox process , statistical physics , computer science , mathematical economics , statistics , economics , poisson process , financial economics , physics , population , demography , quantum mechanics , sociology