Applying importance sampling for estimating coherent credit risk contributions (Q4610226): Difference between revisions
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Revision as of 17:35, 5 March 2024
scientific article; zbMATH DE number 7002120
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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