#Copula

Risk Manager(Banks,Asset Management,Insurance)

What is the Gaussian copula and how to use it to derive the joint probability of the default of two assets? This is an interesting question, but I would like

‘Harmony is the common bond of separate thinkers’ (Philolaus). ‘Of the separate thinkers who think together there is, in all rigour, only one example, that is the Trinity’ (Simone Weil)

dw

I truly believe people have been given longer sentences because they weren't able to communicate effectively or because they weren't viewed as credible because English wasn't their first language or

God’s Property Is A P-Funk Album Stan Account 👁

There’s some very low nuance discourse happening rn around non-black ppl using a) aave and b) what are really loan words from aave and like... it’s a lot of white

Cómo se reproduce el lepisma? (pececillo de plata)A thread https://teneplagas.com/como-se-reproduce-el-lepisma-pececillo-de-plata/ ¿Cómo se reproduce el lepisma? Los pececillos de plata tienen un ciclo biológico de 4 meses. A veces pu

New working paper: "Trends in Absolute Income Mobility in North America and Europe." Joint with @maximilian_hell @MNybom @JoBlanden @OutiSirnio @adrianadermon @s_machin_ @RSumaiya @martindmunk @anne_c_gielen + 4 co-authors not on