Pages that link to "Item:Q3013917"
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The following pages link to Risk Analysis of Collateralized Debt Obligations (Q3013917):
Displayed 7 items.
- Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621) (← links)
- Modeling of contagious credit events and risk analysis of credit portfolios (Q431916) (← links)
- Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- A random thinning model with a latent factor for improvement of top-down credit risk assessment (Q3121457) (← links)
- Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370) (← links)