Didier Cossin

Publication Activity (10 Years)

Years Active: 2007-2016
Publications (10 Years): 1

Top Topics

Logistic Regression

K Nearest Neighbor

Gaussian Mixture

Credit Risk Evaluation

Top Venues

Adv. Decis. Sci.

Publications

Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong
Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". Adv. Decis. Sci. 2016 (2016)
Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong
A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula. Adv. Decis. Sci. 2010 (2010)
Didier Cossin, Henry Schellhorn
Credit Risk in a Network Economy. Manag. Sci. 53 (10) (2007)