Comparison results for exchangeable credit risk portfolios

Areski Cousin () and Jean-Paul Laurent ()
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Areski Cousin: ISFA - Institut de Science Financière et d'Assurances
Jean-Paul Laurent: ISFA - Institut de Science Financière et d'Assurances

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Date: 2008-06
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Citations: View citations in EconPapers (5)

Published in Insurance: Mathematics and Economics, 2008, 42 (3), pp.1118-1127. ⟨10.1016/j.insmatheco.2008.02.005⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03676451

DOI: 10.1016/j.insmatheco.2008.02.005

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