Loss distributions : computational efficiency in an extended framework
Daniel H. Stahl
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Stahl, Daniel H. |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 11.2015, 4, p. 29-42
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| Subject: | CreditRisk | mixture models | credit portfolio | Fourier inversion | Loss distribution | Kreditrisiko | Credit risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Verlust | Loss | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011442456