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"Efficient estimation of large portfolio loss probabilities in t-copula models."

Joshua C. C. Chan, Dirk P. Kroese (2010)

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DOI: 10.1016/J.EJOR.2010.01.003

access: closed

type: Journal Article

metadata version: 2023-08-28

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Joshua C. C. Chan, Dirk P. Kroese:
Efficient estimation of large portfolio loss probabilities in t-copula models. Eur. J. Oper. Res. 205(2): 361-367 (2010)

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