Pages that link to "Item:Q4610226"
From MaRDI portal
The following pages link to Applying importance sampling for estimating coherent credit risk contributions (Q4610226):
Displayed 4 items.
- Importance sampling for integrated market and credit portfolio models (Q953448) (← links)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)
- Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (Q6103211) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)