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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"NBER Working Paper"
~person:"Czado, Claudia"
~subject:"Credit risk"
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Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C.
;
Hendrich, Katharina
;
Czado, Claudia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 722-732
Persistent link: https://www.econbiz.de/10010227893
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