An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554): Difference between revisions
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Revision as of 04:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic characterization of hidden tail credit risk with actuarial applications |
scientific article |
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An asymptotic characterization of hidden tail credit risk with actuarial applications (English)
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3 April 2018
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asymptotics
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capital allocation
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conditional tail expectation
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copula
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credit portfolio loss
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hidden regular variation
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