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Title:

Simulating Lévy-frailty copulas built from alpha-stable Lévy-subordinators

Document type:
Zeitschriftenaufsatz
Author(s):
Fernández, L.; Scherer, M.
Non-TUM Co-author(s):
nein
Cooperation:
international
Intellectual Contribution:
Discipline-based Research
Journal title:
Working Paper
Journal listet in FT50 ranking:
nein
Year:
2017
Reviewed:
ja
Language:
en
TUM Institution:
Lehrstuhl für Finanzmathematik
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Nein
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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