بررسی برای وابستگی پیش فرض نامتقارن در یک مجموعه کارت اعتباری: روش رابط

Copulas have been applied to evaluate the dependence among corporate debts but this research is the first paper to give evidence of the outperformance of copula estimations in portfolios of consumer loans. Moreover we test some families of copulas that are not typically considered in credit risk studies and find out that three of them are suitable for representing dependence across credit card defaults.