Pages that link to "Item:Q4811679"
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The following pages link to Tail behaviour of credit loss distributions for general latent factor models (Q4811679):
Displaying 3 items.
- Descriptive matrix factorization for sustainability. Adopting the principle of opposites (Q408702) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model (Q3068190) (← links)