Systemic Risk and Default Clustering for Large Financial Systems (Q4560344)
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scientific article; zbMATH DE number 6991900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic Risk and Default Clustering for Large Financial Systems |
scientific article; zbMATH DE number 6991900 |
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Systemic Risk and Default Clustering for Large Financial Systems (English)
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11 December 2018
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systemic risk
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default clustering
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large portfolios
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loss distribution
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asymptotic methods
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rare events
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