Cossin, Didier; Schellhorn, Henry; Song, Nan; Tungsong, Sachapon Corrigendum to: “A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula”. (English) Zbl 1482.91212 Adv. Decis. Sci. 2016, Article ID 5698452, 1 p. (2016). MSC: 91G40 60E10 62H05 62H20 PDFBibTeX XMLCite \textit{D. Cossin} et al., Adv. Decis. Sci. 2016, Article ID 5698452, 1 p. (2016; Zbl 1482.91212) Full Text: DOI
Cossin, Didier; Schellhorn, Henry; Song, Nan; Tungsong, Sachapon A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula. (English) Zbl 1201.91213 Adv. Decis. Sci. 2010, Article ID 546547, 29 p. (2010); corrigendum ibid. 2016, Article ID 5698452, 1 p. (2016). MSC: 91G40 60E10 62H05 62H20 PDFBibTeX XMLCite \textit{D. Cossin} et al., Adv. Decis. Sci. 2010, Article ID 546547, 29 p. (2010; Zbl 1201.91213) Full Text: DOI EuDML
Cossin, Didier; Schellhorn, Henry Credit risk in a network economy. (English) Zbl 1232.91686 Manage. Sci. 53, No. 10, 1604-1617 (2007). MSC: 91G40 90B22 90B18 PDFBibTeX XMLCite \textit{D. Cossin} and \textit{H. Schellhorn}, Manage. Sci. 53, No. 10, 1604--1617 (2007; Zbl 1232.91686) Full Text: DOI Link