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Search: subject:"Enlargement of the dependence structure"
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A hierarchical copula-based world-wide valuation of sovereign risk
Bernardi, Enrico
;
Falangi, Federico
;
Romagnoli, Silvio
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 155-169
Persistent link: https://www.econbiz.de/10010515899
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2
A hierarchical copula-based world-wide valuation of sovereign risk
Bernardi, Enrico
;
Falangi, Federico
;
Romagnoli, Silvia
- In:
Insurance: Mathematics and Economics
61
(
2015
)
C
,
pp. 155-169
impact of an
enlargement
of
the
dependence
structure
is discussed, in the contest of a geographical area sub …
Persistent link: https://www.econbiz.de/10011263855
Saved in:
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