@article{copulabasedfactormodelforcreditrisk,
  title = {Copula-Based Factor Model for Credit Risk Analysis},
  author = {Meng-Jou Lu and Cathy Yi-Hsuan Chen and Wolfgang Karl Härdle},
  year = {2020},
  eprint = {2009.12092},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.12092v2},
}