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- Title:
Conditional copula simulation for systemic risk stress testing.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Brechmann, E.C., K. Hendrich and C. Czado
- Journal title:
- Insurance: Mathematics and Economics
- Year:
- 2013
- Journal issue:
- 53
- Pages contribution:
- 722-732
- Status:
- Preprint / submitted
- Format:
- Text
BibTeX