Tail Behavior of Credit Loss Distributions

A. Lucas, S.T.M. Straetmans, P. Klaassen, P.J.C. Spreij

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherFEWEB
Number of pages23
Publication statusPublished - 1999

Publication series

NameResearch Memorandum VU
No.1999-60

Cite this

Lucas, A., Straetmans, S. T. M., Klaassen, P., & Spreij, P. J. C. (1999). Tail Behavior of Credit Loss Distributions. (Research Memorandum VU; No. 1999-60). Amsterdam: FEWEB.
Lucas, A. ; Straetmans, S.T.M. ; Klaassen, P. ; Spreij, P.J.C. / Tail Behavior of Credit Loss Distributions. Amsterdam : FEWEB, 1999. (Research Memorandum VU; 1999-60).
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Lucas, A, Straetmans, STM, Klaassen, P & Spreij, PJC 1999 'Tail Behavior of Credit Loss Distributions' Research Memorandum VU, no. 1999-60, FEWEB, Amsterdam.

Tail Behavior of Credit Loss Distributions. / Lucas, A.; Straetmans, S.T.M.; Klaassen, P.; Spreij, P.J.C.

Amsterdam : FEWEB, 1999. (Research Memorandum VU; No. 1999-60).

Research output: Working paperProfessional

TY - UNPB

T1 - Tail Behavior of Credit Loss Distributions

AU - Lucas, A.

AU - Straetmans, S.T.M.

AU - Klaassen, P.

AU - Spreij, P.J.C.

PY - 1999

Y1 - 1999

M3 - Working paper

T3 - Research Memorandum VU

BT - Tail Behavior of Credit Loss Distributions

PB - FEWEB

CY - Amsterdam

ER -

Lucas A, Straetmans STM, Klaassen P, Spreij PJC. Tail Behavior of Credit Loss Distributions. Amsterdam: FEWEB. 1999. (Research Memorandum VU; 1999-60).