Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulations for a Bernoulli mixture model of portfolio credit risk |
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Efficient simulations for a Bernoulli mixture model of portfolio credit risk (English)
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2 March 2018
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credit risk
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Bernoulli mixture model
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copula models
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geometric shortcut
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cross-entropy method
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stratification
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