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Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C., Hendrich, Katharina, Czado, ClaudiaVolume:
53
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2013.09.009
Date:
November, 2013
File:
PDF, 575 KB
english, 2013