Comparison results for exchangeable credit risk portfolios - Université Paris 1 Panthéon-Sorbonne
Article Dans Une Revue Insurance: Mathematics and Economics Année : 2008

Comparison results for exchangeable credit risk portfolios

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hal-03676451 , version 1 (23-05-2022)

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

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