"Stratified importance sampling for a Bernoulli mixture model of portfolio ..."

Sunggon Kim, Jisu Yu (2023)

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DOI: 10.1007/S10479-023-05174-Z

access: closed

type: Journal Article

metadata version: 2023-03-21

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Sunggon Kim, Jisu Yu:
Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk. Ann. Oper. Res. 322(2): 819-849 (2023)

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