PARTICLE METHODS FOR THE ESTIMATION OF CREDIT PORTFOLIO LOSS DISTRIBUTIONS (Q3580185)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARTICLE METHODS FOR THE ESTIMATION OF CREDIT PORTFOLIO LOSS DISTRIBUTIONS |
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PARTICLE METHODS FOR THE ESTIMATION OF CREDIT PORTFOLIO LOSS DISTRIBUTIONS (English)
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11 August 2010
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importance sampling
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interacting particle systems
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rare events
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credit portfolios
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loss distribution estimation
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