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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Aas, Kjersti"
~person:"Jeon, Jong-June"
~subject:"Probability theory"
~subject:"Theorie"
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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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2
A new robust importance-sampling method for measuring value-at-risk and expected shortfall alloctions for credit portfolios
Reitan, Trond
;
Aas, Kjersti
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 113-149
Persistent link: https://www.econbiz.de/10008807720
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