Credit contagion and aggregate losses
Year of publication: |
2002
|
---|---|
Authors: | Giesecke, Kay ; Weber, Stefan |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | credit contagion | portfolio losses | voter model | Choquet theory | ergodic decomposition | re-scaling |
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