Copula Phase Transitions Report

Submitted on 25th June 2015

The Casualty Actuarial Society, Canadian Institute of Actuaries, and Society of Actuaries' Joint Risk Management Research Team is pleased to make available a research report on phase transitions and copulas. This report, authored by Michael A. Ekhaus of Gibraltar Analytical, LLC, has two primary objectives. The first is to incorporate phase transitions into a copula framework, and the second is to apply this to calculate the probability of defaulting in the context of a portfolio of correlated mortgages when a contagion effect exists.

Source
Society of Actuaries (US)
Length of Resource
30 pages
Resource File
Author
Michael A. Ekhaus
Gibraltar Analytical, LLC
Date Published
Publication Type
paper
Resource Type
academic