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Publikováno v:
International Journal of General Systems. 48:335-361
The aim of the paper is to discuss the important role of the dependence structure in risk management. Therefore, we focus on creditrisk and propose an innovative model to value the credit risk of a portfolio. This new approach (HYC for short) is base
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b249f5c8e109e3a97dc51d7f22cfdd9
https://doi.org/10.1080/03081079.2019.1579211
https://doi.org/10.1080/03081079.2019.1579211
