✦ LIBER ✦

Small Sample Asymptotics for Credit Risk Portfolios

✍ Scribed by Jan Beran and Dirk Ocker

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Importance Sampling for Portfolio Credit

✍ Glasserman, Paul; Li, Jingyi 📂 Article 📅 2005 🏛 INFORMS 🌐 English ⚖ 253 KB

Risk assessment for credit portfolios: A

✍ Y.M. Kaniovski; G.Ch. Pflug 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 223 KB

Small Sample Asymptotics for Type I Cens

✍ Gabriela Damilano; Pedro Puig 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 101 KB

Counterparty Credit Risk and Credit Valu

✍ Gregory, Jon 📂 Article 📅 2013 🏛 John Wiley & Sons Ltd ⚖ 208 KB

Discrete versus continuous state switchi

✍ André Lucas; Pieter Klaassen 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 186 KB

Correction: Correction to Practical Smal

📂 Article 📅 1997 🏛 American Statistical Association 🌐 English ⚖ 193 KB