Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk (Q2892216): Difference between revisions
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Revision as of 08:56, 5 March 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)
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18 June 2012
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event timing models
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portfolio credit risk
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rare-event simulation
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