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type_genre:"Sammelwerk"
~person:"Herbertsson, Alexander"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Portfolio selection"
~subject:"Statistische Verteilung"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Herbertsson, Alexander
Schuermann, Til
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Csóka, Péter
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Everling, Oliver
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Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
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2
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
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3
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
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