LLN-type approximations for large portfolio losses (Q1667412)
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scientific article; zbMATH DE number 6928203
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| English | LLN-type approximations for large portfolio losses |
scientific article; zbMATH DE number 6928203 |
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LLN-type approximations for large portfolio losses (English)
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28 August 2018
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portfolio loss
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default
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law of large numbers
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systematic risk
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loss given default
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inverse
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0.8425523638725281
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0.8115360140800476
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0.8025174140930176
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0.7852135300636292
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0.7712686657905579
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