Pages that link to "Item:Q1667412"
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The following pages link to LLN-type approximations for large portfolio losses (Q1667412):
Displaying 6 items.
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- Large portfolio losses (Q1887260) (← links)
- Large portfolio losses in a turbulent market (Q2030632) (← links)
- Stochastic projection for large individual losses (Q2866295) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)