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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
BibTeX
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Occurrences:
- mediaTUM GesamtbestandHochschulbibliographie2017FakultätenMathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsLehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersFernandez, L.