Applying importance sampling for estimating coherent credit risk contributions (Q4610226): Difference between revisions

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Latest revision as of 02:59, 20 March 2024

scientific article; zbMATH DE number 7002120
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English
Applying importance sampling for estimating coherent credit risk contributions
scientific article; zbMATH DE number 7002120

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    Applying importance sampling for estimating coherent credit risk contributions (English)
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    15 January 2019
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    credit portfolio risk
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    importance sampling
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    Monte Carlo
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