An asymptotic characterization of hidden tail credit risk with actuarial applications
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s13385-017-0150-6/fulltext.html
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5. Das B, Embrechts P, Fasen V (2013) Four theorems and a financial crisis. Int J Approx Reasoning 54:701–716
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