Pages that link to "Item:Q1703543"
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The following pages link to Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543):
Displaying 6 items.
- A new mixture model for the estimation of credit card exposure at default (Q320980) (← links)
- PARTICLE METHODS FOR THE ESTIMATION OF CREDIT PORTFOLIO LOSS DISTRIBUTIONS (Q3580185) (← links)
- Fast simulations in credit risk (Q5745630) (← links)
- Exchangeable Bernoulli distributions: high dimensional simulation, estimation, and testing (Q6101688) (← links)
- Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (Q6103211) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)