LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (Q5175224)
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scientific article; zbMATH DE number 6406602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT |
scientific article; zbMATH DE number 6406602 |
Statements
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (English)
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20 February 2015
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law of large numbers
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interacting point process
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credit risk
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