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