Pages that link to "Item:Q3645199"
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The following pages link to Capital allocation for credit portfolios with kernel estimators (Q3645199):
Displaying 10 items.
- Model-free computation of risk contributions in credit portfolios (Q2185453) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- Simulating Risk Contributions of Credit Portfolios (Q3195233) (← links)
- Efficient frontier cutoff policies in credit portfolios (Q4658491) (← links)
- (Q4709643) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Measuring marginal risk contributions in credit portfolios (Q5400661) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)