Max-factor individual risk models with application to credit portfolios (Q2347068): Difference between revisions
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Revision as of 02:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Max-factor individual risk models with application to credit portfolios |
scientific article |
Statements
Max-factor individual risk models with application to credit portfolios (English)
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26 May 2015
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calibration
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default indicator
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dependence modelling
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latent factors
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loss occurrence
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