Original language | English |
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Title of host publication | Proceedings of the third Joint Central Bank Research Conf. on Risk Measurement and Systemic Risk |
Place of Publication | Basle |
Publisher | Bank for Intern. Settlements |
Pages | 271-283 |
ISBN (Print) | 92-9197-638-5 |
Publication status | Published - 1 Jan 2002 |
Extreme Tails for Linear Portfolio Credit Risk Models
S.T.M. Straetmans, A. Lucas, P. Spreij, P. Klaassen
Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic