Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2010
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| Schlagworte: | |
| Online-Zugang: | Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8 |
| Beschreibung: | 200 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk |c Jan-Frederik Mai |
| 264 | 1 | |c 2010 | |
| 300 | |a 200 S. |b graph. Darst. | ||
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| 912 | |a ebook | ||
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Datensatz im Suchindex
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| author | Mai, Jan-Frederik 1982- |
| author_GND | (DE-588)141790261 |
| author_facet | Mai, Jan-Frederik 1982- |
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| author_sort | Mai, Jan-Frederik 1982- |
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| bvnumber | BV036564337 |
| classification_tum | WIR 170d MAT 607d WIR 160d |
| collection | ebook |
| ctrlnum | (OCoLC)705665834 (DE-599)BVBBV036564337 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV036564337 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:42:57Z |
| institution | BVB |
| language | English |
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| physical | 200 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2010 |
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| spelling | Mai, Jan-Frederik 1982- Verfasser (DE-588)141790261 aut Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai 2010 200 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2010 Mit einer Zssfassung in dt. Sprache Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kreditrisiko (DE-588)4114309-7 s Kreditderivat (DE-588)7660453-6 s Risikomanagement (DE-588)4121590-4 s Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 s Lévy-Prozess (DE-588)4463623-4 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:91-diss-20100628-969547-1-8 https://mediatum.ub.tum.de/node?id=969547 Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8 Resolving-System |
| spellingShingle | Mai, Jan-Frederik 1982- Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd Kreditderivat (DE-588)7660453-6 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4121590-4 (DE-588)4205373-0 (DE-588)4463623-4 (DE-588)7660453-6 (DE-588)4113937-9 |
| title | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk |
| title_auth | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk |
| title_exact_search | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk |
| title_full | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai |
| title_fullStr | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai |
| title_full_unstemmed | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai |
| title_short | Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk |
| title_sort | extendibility of marshall olkin distributions via levy subordinators and an application to portfolio credit risk |
| topic | Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd Kreditderivat (DE-588)7660453-6 gnd |
| topic_facet | Kreditrisiko Risikomanagement Multivariate Wahrscheinlichkeitsverteilung Lévy-Prozess Kreditderivat Hochschulschrift |
| url | https://mediatum.ub.tum.de/node?id=969547 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8 |
| work_keys_str_mv | AT maijanfrederik extendibilityofmarshallolkindistributionsvialevysubordinatorsandanapplicationtoportfoliocreditrisk |