Sharp asymptotics for large portfolio losses under extreme risks (Q666988)
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scientific article; zbMATH DE number 7034956
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Sharp asymptotics for large portfolio losses under extreme risks |
scientific article; zbMATH DE number 7034956 |
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Sharp asymptotics for large portfolio losses under extreme risks (English)
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12 March 2019
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portfolio loss
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default
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sharp asymptotics
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common shock
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systematic risk
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0.8180699348449707
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0.8117783069610596
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0.8115360140800476
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0.808890700340271
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0.797070324420929
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