User: Guest  Login
Document type:
Zeitschriftenaufsatz 
Author(s):
Kostadinov, K. 
Title:
Tail approximation for credit risk portfolios with heavy-tailed risk factors. 
Journal title:
Journal of Risk 
Year:
2005 
Journal volume:
Journal issue:
Pages contribution:
81-107 
Language:
en 
Status:
published (reviewed) 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text