Asymptotics for credit portfolio losses due to defaults in a multi-sector model

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Publication:6573348

DOI10.1007/S10479-024-05934-5zbMATH Open1545.91315MaRDI QIDQ6573348FDOQ6573348

Zhimin Zhang, Shaoying Chen, Yang Yang

Publication date: 16 July 2024

Published in: Annals of Operations Research (Search for Journal in Brave)








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