Long-range Ising model for credit portfolios with heterogeneous credit exposures (Q1619953)
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scientific article; zbMATH DE number 6978481
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| English | Long-range Ising model for credit portfolios with heterogeneous credit exposures |
scientific article; zbMATH DE number 6978481 |
Statements
Long-range Ising model for credit portfolios with heterogeneous credit exposures (English)
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13 November 2018
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long-range Ising model
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heterogeneous credit exposure
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credit risk modeling
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replica exchange Monte Carlo
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loss distribution
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econophysics
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0.8830277919769287
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0.7669032216072083
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0.7619191408157349
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0.7349455952644348
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0.712457537651062
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