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Comparison of dependence in factor models with application to credit risk portfolios

Bibliographic reference Denuit, Michel ; Frostig, E.. Comparison of dependence in factor models with application to credit risk portfolios. In: Probability in the Engineering and Informational Sciences, Vol. 22, p. 151-160 (2007)
Permanent URL http://hdl.handle.net/2078/16867
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