Quantifying credit portfolio losses under multi-factor models (Q5031704): Difference between revisions

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+Numerical Inversion of Laplace Transforms of Probability Distributions
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+LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
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+Haar wavelets-based approach for quantifying credit portfolio losses
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+REGULATORY CAPITAL MODELING FOR CREDIT RISK
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+A note on the large homogeneous portfolio approximation with the Student-\(t\) copula
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