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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Kerr, Sougata"
~person:"Kim, Sunggon"
~subject:"Theorie"
~subject:"World"
~subject:"extreme loss probability"
~type:"article"
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The journal of credit risk : published quarterly by Incisive Media
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Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
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Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.
;
Kerr, Sougata
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
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