Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation
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Publication:5742648
DOI10.1080/10920277.2013.830557zbMath1412.91056OpenAlexW2119172906MaRDI QIDQ5742648
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2013.830557
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