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zbMath1199.91116MaRDI QIDQ3640538

Yuanrui Zhan, Junmei Liu

Publication date: 11 November 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

importance sampling credit risk expected shortfall risk contributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Credit risk (91G40)

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