Fluctuation analysis for the loss from default (Q402480)
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scientific article; zbMATH DE number 6335178
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fluctuation analysis for the loss from default |
scientific article; zbMATH DE number 6335178 |
Statements
Fluctuation analysis for the loss from default (English)
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28 August 2014
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central limit theorem
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portfolio credit risk
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fluctuation analysis
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interacting particle system
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0.8093701601028442
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0.7899022698402405
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0.7829907536506653
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0.7710645794868469
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0.7705643177032471
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