Credit contagion and aggregate losses (Q956527): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Recursive valuation of defaultable securities and the timing of resolution of uncertainty / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Gibbs measures and phase transitions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Credit contagion and aggregate losses / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On Cox processes and credit risky securities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5185817 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4265490 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Renormalization of the voter model in equilibrium / rank | |||
Normal rank |
Latest revision as of 20:08, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Credit contagion and aggregate losses |
scientific article |
Statements
Credit contagion and aggregate losses (English)
0 references
25 November 2008
0 references
credit contagion
0 references
business partner network
0 references
credit portfolio loss distribution
0 references
portfolio loss volatility
0 references
voter model
0 references
0 references