Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348)
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scientific article; zbMATH DE number 7881808
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| English | Asymptotics for credit portfolio losses due to defaults in a multi-sector model |
scientific article; zbMATH DE number 7881808 |
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Asymptotics for credit portfolio losses due to defaults in a multi-sector model (English)
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16 July 2024
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credit portfolio loss due to defaults
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multi-sector model
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sharp asymptotics
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macroeconomic factors
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multivariate regular variation
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