Comparison results for exchangeable credit risk portfolios
type: Item
instance of: scholarly article
title: Comparison results for exchangeable credit risk portfolios
zbMATH Open document ID: 1141.91499
author: Areski Cousin
author: Jean-Paul Laurent
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5292551
zbMATH Keywords: default risk
zbMATH Keywords: cdos
zbMATH Keywords: factor copulas
zbMATH Keywords: multivariate Poisson
zbMATH Keywords: structural models
zbMATH Keywords: stochastic orders
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.02.005
OpenAlex ID: W3125806856
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DOI: 10.1016/J.INSMATHECO.2008.02.005
description: scientific article; zbMATH DE number 5292551