Risk management in credit risk portfolios with correlated assets. (Q1413309)
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scientific article; zbMATH DE number 2004013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management in credit risk portfolios with correlated assets. |
scientific article; zbMATH DE number 2004013 |
Statements
Risk management in credit risk portfolios with correlated assets. (English)
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16 November 2003
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Structural credit risk model
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Association
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Positive dependence
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Lévy process
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