Sharp asymptotics for large portfolio losses under extreme risks (Q666988): Difference between revisions
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Revision as of 00:47, 18 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp asymptotics for large portfolio losses under extreme risks |
scientific article |
Statements
Sharp asymptotics for large portfolio losses under extreme risks (English)
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12 March 2019
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portfolio loss
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default
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sharp asymptotics
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common shock
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systematic risk
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