Capital allocation for credit portfolios with kernel estimators (Q3645199): Difference between revisions
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Latest revision as of 04:06, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation for credit portfolios with kernel estimators |
scientific article |
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Capital allocation for credit portfolios with kernel estimators (English)
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16 November 2009
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corporate risk management
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copulas
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applications to credit risk
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applications to default risk
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