Credit contagion and aggregate losses (Q956527)
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scientific article; zbMATH DE number 5373162
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit contagion and aggregate losses |
scientific article; zbMATH DE number 5373162 |
Statements
Credit contagion and aggregate losses (English)
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25 November 2008
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credit contagion
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business partner network
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credit portfolio loss distribution
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portfolio loss volatility
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voter model
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0.90701896
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0.88095737
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0.8715557
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0.8691788
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0.84912515
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0.8486547
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0.84752554
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