On the parameterization of the CreditRisk + model for estimating credit portfolio risk
| Year of publication: |
2008
|
|---|---|
| Authors: | Vandendorpe, Antoine ; Ho, Ngoc-Diep ; Vanduffel, Steven ; Van Dooren, Paul |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 2, p. 736-746
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