Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk (Q2892216): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:33, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk |
scientific article |
Statements
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk (English)
0 references
18 June 2012
0 references
event timing models
0 references
portfolio credit risk
0 references
rare-event simulation
0 references
