The credit risk\(^{+}\) model with general sector correlations (Q623760): Difference between revisions

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The credit risk\(^{+}\) model with general sector correlations
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    The credit risk\(^{+}\) model with general sector correlations (English)
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    8 February 2011
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    credit risk\(^{+}\)
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    compound gamma distribution
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    value at risk
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    risk contribution
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    correlation
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    portfolio loss distribution
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    moment generating function
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