"Asymptotics for credit portfolio losses due to defaults in a multi-sector ..."

Shaoying Chen, Yang Yang, Zhimin Zhang (2024)

> Home

Details and statistics

DOI: 10.1007/S10479-024-05934-5

access: closed

type: Journal Article

metadata version: 2024-06-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/ChenYZ24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/ChenYZ24
Shaoying Chen, Yang Yang, Zhimin Zhang:
Asymptotics for credit portfolio losses due to defaults in a multi-sector model. Ann. Oper. Res. 337(1): 23-44 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.