Aggregating sectors in the infectious defaults model (Q4647597)
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scientific article; zbMATH DE number 7002103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Aggregating sectors in the infectious defaults model |
scientific article; zbMATH DE number 7002103 |
Statements
Aggregating sectors in the infectious defaults model (English)
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15 January 2019
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portfolio
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credit risk
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infectious defaults model
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0.8557047843933105
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0.8071575164794922
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0.7939700484275818
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0.756729781627655
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0.7351310849189758
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