Default probability estimation via pair copula constructions

Authors

Valle L. Dalla
Giuli ME De
Claudia Tarantola
Claudio Manelli

DOI

10.1016/j.ejor.2015.08.026

Publication Date

2016-02-01

Publication Title

European Journal of Operational Research

Volume

249

Issue

1

First Page

298

Last Page

311

ISSN

0377-2217

Organisational Unit

No Org Unit Found

Recommended Citation

Dalla, V. L., De, G., Tarantola, C., & Manelli, C. (2016) 'Default probability estimation via pair copula constructions', European Journal of Operational Research, 249(1), pp. 298-311. Available at: https://doi.org/10.1016/j.ejor.2015.08.026