Comparison results for exchangeable credit risk portfolios (Q931210)
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scientific article; zbMATH DE number 5292551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison results for exchangeable credit risk portfolios |
scientific article; zbMATH DE number 5292551 |
Statements
Comparison results for exchangeable credit risk portfolios (English)
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25 June 2008
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default risk
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cdos
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factor copulas
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multivariate Poisson
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structural models
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stochastic orders
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