LLN-type approximations for large portfolio losses
Jing Liu
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Liu, Jing |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 71-77
|
| Subject: | Portfolio loss | Default | Law of large numbers | Systematic risk | Loss given default | Inverse | Theorie | Theory | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Statistische Verteilung | Statistical distribution | Kreditrisiko | Credit risk | Verlust | Loss | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904621