Max-factor individual risk models with application to credit portfolios

M Denuit, AA Kiriliouk, J Segers

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)162-172
Number of pages11
JournalInsurance
Volume62
Issue number1
DOIs
Publication statusPublished - 2015
Externally publishedYes

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