Tail Behavior of Credit Loss Distributions

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

Research output: Working paper › Professional

Name	Research Memorandum VU
No.	1999-60

Cite this

@techreport{eab054f273de425cbf2b622f642b4d9c,

title = "Tail Behavior of Credit Loss Distributions",

author = "A. Lucas and S.T.M. Straetmans and P. Klaassen and P.J.C. Spreij",

year = "1999",

language = "English",

series = "Research Memorandum VU",

publisher = "FEWEB",

number = "1999-60",

type = "WorkingPaper",

institution = "FEWEB",

}