Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals

Mai, J. F., & Scherer, M. (2014). Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals. In Springer Proceedings in Mathematics and Statistics (Vol. 114, pp. 333–341). Springer New York LLC. https://doi.org/10.1007/978-1-4939-2104-1_32