Comparison results for exchangeable credit risk portfolios (Q931210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison results for exchangeable credit risk portfolios |
scientific article |
Statements
Comparison results for exchangeable credit risk portfolios (English)
0 references
25 June 2008
0 references
default risk
0 references
cdos
0 references
factor copulas
0 references
multivariate Poisson
0 references
structural models
0 references
stochastic orders
0 references
