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Aggregating sectors in the infectious defaults model - MaRDI portal

Aggregating sectors in the infectious defaults model (Q4647597)

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scientific article; zbMATH DE number 7002103
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English
Aggregating sectors in the infectious defaults model
scientific article; zbMATH DE number 7002103

    Statements

    title
    Aggregating sectors in the infectious defaults model (English)
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    author
    Ola Hammarlid
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    publication date
    15 January 2019
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    zbMATH Keywords
    portfolio
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    credit risk
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    infectious defaults model
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    Identifiers

    zbMATH DE Number
    7002103
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    OpenAlex ID
    W2044116847
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