LLN-type approximations for large portfolio losses
Year of publication: |
July 2018
|
---|---|
Authors: | Liu, Jing |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 71-77
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Subject: | Portfolio loss | Default | Law of large numbers | Systematic risk | Loss given default | Inverse | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Statistische Verteilung | Statistical distribution | Verlust | Loss | Risikomaß | Risk measure |
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