Comparison results for exchangeable credit risk portfolios (Q931210)
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scientific article; zbMATH DE number 5292551
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| default for all languages | No label defined |
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| English | Comparison results for exchangeable credit risk portfolios |
scientific article; zbMATH DE number 5292551 |
Statements
Comparison results for exchangeable credit risk portfolios (English)
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25 June 2008
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default risk
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cdos
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factor copulas
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multivariate Poisson
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structural models
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stochastic orders
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0.817010223865509
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0.803739607334137
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0.8008500933647156
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0.7911863327026367
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0.7911863327026367
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