Capital allocation for credit portfolios with kernel estimators (Q3645199)
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scientific article; zbMATH DE number 5633780
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Capital allocation for credit portfolios with kernel estimators |
scientific article; zbMATH DE number 5633780 |
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Capital allocation for credit portfolios with kernel estimators (English)
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16 November 2009
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corporate risk management
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copulas
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applications to credit risk
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applications to default risk
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0.8250061273574829
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0.7927495837211609
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