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Comparison results for exchangeable credit risk portfolios

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Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
Submitted on : Monday, May 23, 2022 - 11:50:05 PM
Last modification on : Tuesday, May 24, 2022 - 3:03:27 AM

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Areski Cousin, Jean-Paul Laurent. Comparison results for exchangeable credit risk portfolios. Insurance: Mathematics and Economics, Elsevier, 2008, 42 (3), pp.1118-1127. ⟨10.1016/j.insmatheco.2008.02.005⟩. ⟨hal-03676451⟩

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