Sequential importance sampling and resampling for dynamic portfolio credit risk (Q2892216)
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scientific article; zbMATH DE number 6047326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential importance sampling and resampling for dynamic portfolio credit risk |
scientific article; zbMATH DE number 6047326 |
Statements
18 June 2012
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event timing models
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portfolio credit risk
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rare-event simulation
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Sequential importance sampling and resampling for dynamic portfolio credit risk (English)
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