Open AccessMeasures of Joint Default Dependence Risk based on Copulas
Author(s) -
Huang Ai-hua,
Wende Yi
Publication year - 2022
Publication title -
proceedings of the international conference on big data economy and digital management
Language(s) - English
Resource type - Conference proceedings
DOI - 10.5220/0011203700003440
Subject(s) - joint (building) , copula (linguistics) , computer science , econometrics , mathematics , engineering , architectural engineering