Didier Cossin

According to our database, Didier Cossin authored at least 3 papers between 2007 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2016

Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula".

Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong

Adv. Decis. Sci., 2016

2010

A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula.

Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong

Adv. Decis. Sci., 2010

2007

Credit Risk in a Network Economy.

Didier Cossin, Henry Schellhorn

Manag. Sci., 2007