Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (Q6103211)
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scientific article; zbMATH DE number 7701347
Language | Label | Description | Also known as |
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English | Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk |
scientific article; zbMATH DE number 7701347 |
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Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (English)
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26 June 2023
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credit risk
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benoulli mixture model
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stratified importance sampling
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