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~isPartOf:"Insurance / Mathematics & economics"
~person:"Yuan, Zhongyi"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Portfolio selection
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Yuan, Zhongyi
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A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
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2
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
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