Pages that link to "Item:Q629521"
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The following pages link to A generic framework for stochastic loss-given-default (Q629521):
Displaying 7 items.
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399) (← links)
- LLN-type approximations for large portfolio losses (Q1667412) (← links)
- Analytical solutions for expected loss and standard deviation of loss with an additional loan (Q2013294) (← links)
- Downturn loss given default: mixture distribution estimation (Q2514828) (← links)
- Stochastic projection for large individual losses (Q2866295) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)