Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT - MaRDI portal

LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (Q5175224)

From MaRDI portal
scientific article; zbMATH DE number 6406602
Language Label Description Also known as
English
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT
scientific article; zbMATH DE number 6406602

    Statements

    title
    LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (English)
    0 references
    author
    Kay Giesecke
    0 references
    Richard B. Sowers
    0 references
    Justin A. Sirignano
    0 references
    publication date
    20 February 2015
    0 references
    zbMATH Keywords
    law of large numbers
    0 references
    interacting point process
    0 references
    credit risk
    0 references
    cites work
    Large portfolio losses
    0 references

    Identifiers

    DOI
    10.1111/mafi.12011
    0 references
    Mathematics Subject Classification ID
    91G40
    0 references
    91G10
    0 references
    60F99
    0 references
    60H15
    0 references
    91G60
    0 references
    zbMATH DE Number
    6406602
    0 references
    OpenAlex ID
    W3124954191
    0 references
    arXiv ID
    1109.1272
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5175224&oldid=35439617"
    Powered by MediaWiki