Heterogeneous credit portfolios and the dynamics of the aggregate losses

@article{Pra2008HeterogeneousCP,
  title={Heterogeneous credit portfolios and the dynamics of the aggregate losses},
  author={Paolo Dai Pra and Marco Tolotti},
  journal={Stochastic Processes and their Applications},
  year={2008},
  volume={119},
  pages={2913-2944}
}
  • P. D. Pra, M. Tolotti
  • Published 20 June 2008
  • Economics
  • Stochastic Processes and their Applications

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