搜索结果: 1-1 共查到“经济学 Heterogeneous credit portfolios”相关记录1条 . 查询时间(0.078 秒)
Heterogeneous credit portfolios and the dynamics of the aggregate losses
Heterogeneous credit portfolios dynamics aggregate losses
2010/12/20
We study the impact of contagion in a network of firms facing credit risk. We describe an intensity based model where the homogeneity assumption is broken by introducing a random environment that make...