A credit risk model for large dimensional portfolios with application to economic capital
2005 (English)Report (Other academic)
Place, publisher, year, edition, pages
Umeå: Umeå university; Department of Mathematics and Mathematical Statistics , 2005. , 45 p.
Research report in mathematics, ISSN 1653-0810 ; 4
IdentifiersURN: urn:nbn:se:umu:diva-8196OAI: oai:DiVA.org:umu-8196DiVA: diva2:147867