Original language | English |
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Title of host publication | Mathematical and Statistical Methods for Actuarial Sciences and Finance |
Publisher | Springer |
Pages | 88-98 |
ISBN (Electronic) | 978-3-319-02499-8 |
ISBN (Print) | 978-3-319-02498-1 |
DOIs | |
Publication status | Published - 2012 |
Single-name concentration risk in credit portfolios: A comparison of concentration indexes
Raffaella Calabrese, Francesco Porro
Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review