Robust Bernoulli Mixture Models for Credit Portfolio Risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ansari, Jonathan, Lütkebohmert, Eva
Format:	Preprint
Published:	2024
Subjects:	Risk Management Mathematical Finance 62P05, 91Gxx
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.11522