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- Title:
Tail approximation for credit risk portfolios with heavy-tailed risk factors.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Kostadinov, K.
- Journal title:
- Journal of Risk
- Year:
- 2005
- Journal volume:
- 8
- Journal issue:
- 2
- Pages contribution:
- 81-107
- Language:
- en
- Status:
- published (reviewed)
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX