COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS (Q5450695): Difference between revisions
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Property / author: Q163552 / rank | |||
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Property / author: Esther Frostig / rank | |||
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Property / author: Michel M. Denuit / rank | |||
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Property / author: Esther Frostig / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Smooth generators of integral stochastic orders. / rank | |||
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Property / cites work: Ultramodular Functions / rank | |||
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Property / cites work: Q5706744 / rank | |||
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Property / full work available at URL: https://doi.org/10.1017/s0269964808000090 / rank | |||
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Property / OpenAlex ID: W2135560335 / rank | |||
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Latest revision as of 10:53, 30 July 2024
scientific article; zbMATH DE number 5249371
Language | Label | Description | Also known as |
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English | COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS |
scientific article; zbMATH DE number 5249371 |
Statements
COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS (English)
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13 March 2008
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