Sharp asymptotics for large portfolio losses under extreme risks (Q666988): Difference between revisions
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| Property / DOI: 10.1016/j.ejor.2019.01.025 / rank | |||
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| Property / DOI: 10.1016/J.EJOR.2019.01.025 / rank | |||
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Revision as of 06:45, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp asymptotics for large portfolio losses under extreme risks |
scientific article |
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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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