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

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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