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~person:"Dionne, Georges"
~person:"Guerrouaz, Anas"
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Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling
Ardia, David
;
Guerrouaz, Anas
;
Rey, Jeanne
- In:
Assurances et gestion des risques : revue trimestrielle
83
(
2016
)
3/4
,
pp. 115-133
Persistent link: https://www.econbiz.de/10011637834
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Gestion des risques : histoire, définition et critique
Dionne, Georges
- In:
Assurances et gestion des risques : revue trimestrielle
81
(
2013/14
)
1/2
,
pp. 19-46
Persistent link: https://www.econbiz.de/10009788580
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