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In the Gaussian Copula Model Which of the Following Is

Question 10

Multiple Choice

In the Gaussian copula model which of the following is true


A) The time to default for a company is assumed to be normally distributed.
B) The time to default for a company is assumed to be lognormally distributed
C) The time to default for a company is transformed to a normal distribution
D) The time to default for a company is transformed to a lognormal distribution

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