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subject:"Derivat"
subject:"Theorie"
~isPartOf:"North American actuarial journal"
~person:"Wang, Ruodu"
~subject:"Value-at-Risk"
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CreditRisk+ model with dependent risk factors
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
North American actuarial journal
19
(
2015
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
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