The loss given default of a low-default portfolio with weak contagion (Q903339)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The loss given default of a low-default portfolio with weak contagion |
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The loss given default of a low-default portfolio with weak contagion (English)
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5 January 2016
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asymptotic analysis
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asymptotic (in)dependence
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credit contagion
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default probability
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loss given default
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low-default portfolio
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risk measure
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Sarmanov distribution
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