LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK (Q5427660): Difference between revisions

@@ Property / describes a project that uses @@
+CreditRisk+
@@ Property / describes a project that uses: CreditRisk+ / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2006.00307.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2072607993
@@ Property / OpenAlex ID: W2072607993 / rank @@
+Normal rank
@@ Property / cites work @@
+Large portfolio losses
@@ Property / cites work: Large portfolio losses / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Importance Sampling for Portfolio Credit Risk
@@ Property / cites work: Importance Sampling for Portfolio Credit Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+A First Course in Optimization Theory
@@ Property / cites work: A First Course in Optimization Theory / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5427660