Failure of the saddlepoint method in the presence of double defaults
Eva Lütkebohmert
| Year of publication: |
2012
|
|---|---|
| Authors: | Lütkebohmert-Holtz, Eva |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 1, p. 71-89
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Methodenkritik | Methodological criticism |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009657964