Default clustering in large portfolios: typical events (Q1948691): Difference between revisions
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Revision as of 10:36, 13 February 2024
scientific article
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English | Default clustering in large portfolios: typical events |
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Default clustering in large portfolios: typical events (English)
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24 April 2013
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interacting point processes
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law of large numbers
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portfolio credit risk
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contagion
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