Sharp asymptotics for large portfolio losses under extreme risks (Q666988): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2019.01.025
@@ Property / DOI: 10.1016/j.ejor.2019.01.025 / rank @@
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@@ Property / author @@
-Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
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+Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
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+Systematic effects among loss given defaults and their implications on downturn estimation
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+Q128580541
@@ Property / Wikidata QID: Q128580541 / rank @@
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@@ Property / DOI @@
+.1016/J.EJOR.2019.01.025
@@ Property / DOI: 10.1016/J.EJOR.2019.01.025 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:666988