LLN-type approximations for large portfolio losses
type: Item
instance of: scholarly article
title: LLN-type approximations for large portfolio losses
zbMATH Open document ID: 1416.91206
author: Peng Zhang
published in: Insurance Mathematics \& Economics
publication date: 2018-08-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6928203
zbMATH Keywords: portfolio loss
zbMATH Keywords: default
zbMATH Keywords: law of large numbers
zbMATH Keywords: systematic risk
zbMATH Keywords: loss given default
zbMATH Keywords: inverse
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.05.003
OpenAlex ID: W2809065653
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Wikidata QID: Q129678590
DOI: 10.1016/J.INSMATHECO.2018.05.003
description: scientific article; zbMATH DE number 6928203