Tail behavior of credit loss distributions for general latent factor models

S.T.M. Straetmans, A. Lucas, P. Spreij, P. Klaassen

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	1-21
Number of pages	21
Journal	Applied Mathematical Finance
Volume	10
Issue number	4
DOIs	https://doi.org/10.1080/1350486032000160786
Publication status	Published - 1 Jan 2003

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author = "S.T.M. Straetmans and A. Lucas and P. Spreij and P. Klaassen",

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AU - Spreij, P.

AU - Klaassen, P.

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