Simulating Risk Contributions of Credit Portfolios (Q3195233): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating Risk Contributions of Credit Portfolios |
scientific article |
Statements
Simulating Risk Contributions of Credit Portfolios (English)
0 references
22 October 2015
0 references
credit risk
0 references
risk contributions
0 references
simulation
0 references
importance sampling
0 references
