A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun, Tang, Qihe, Yuan, ZhongyiVolume:
73
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2017.02.003
Date:
March, 2017
File:
PDF, 474 KB
english, 2017