Pages that link to "Item:Q2347107"
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The following pages link to A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107):
Displaying 4 items.
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)