An asymptotic characterization of hidden tail credit risk with actuarial applications
Crossref DOI link: https://doi.org/10.1007/s13385-017-0150-6
Published Online: 2017-04-25
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yuan, Zhongyi http://orcid.org/0000-0002-3410-1796
License valid from 2017-04-25