"One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates."

Janina Engel, Matthias Scherer, Leonhard Spiegelberg (2016)

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DOI: 10.1007/978-3-319-42972-4_26

access: closed

type: Conference or Workshop Paper

metadata version: 2018-08-14

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Janina Engel, Matthias Scherer, Leonhard Spiegelberg:
One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates. SMPS 2016: 205-212

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