In the Gaussian copula model which of the following is true
A. The time to default for a company is assumed to be normally distributed.
B. The time to default for a company is assumed to be lognormally distributed
C. The time to default for a company is transformed to a normal distribution
D. The time to default for a company is transformed to a lognormal distribution
C
The time to default for each company is transformed to a normal distribution on a percentile to percentile basis and the normal distributions are assumed to be multivariate normal.
You might also like to view...
As the marketing manager of a company that manufactures floor tiles, Evans Smith is given a target to achieve 500 new customers by the end of summer
He decides to search the market for probable customers who might use the product but do not at present. Which of the following strategies is Evans pursuing to increase the market demand for his product? A) market-penetration strategy B) new-market segment strategy C) geographical-expansion strategy D) needs-assessment strategy E) consolidation strategy
The most highly credible source would score high on at least two of the three dimensions — expertise, trustworthiness, and likability
Indicate whether the statement is true or false
The most highly desired form of insurance for most employees is ________.
A. credit insurance B. disability insurance C. life insurance D. medical insurance
What are the three most popular types of life insurance?
What will be an ideal response?