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The Institute of Theoretical and Applied Mechanics
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Original version of the author's contribution as presented on USB, paper 540004_1.pdf.:
PDF
On a spread model for portfolio credit risk modeling
EsquÃvel, Manuel L.
;
Silva, Ana F.
Spread Model, Credit Portfolio, Beta Regression, Logistic Regression, Actuarial Principle AMS: 91G40 Credit risk; 91B30 Risk theory, insurance; 91B70 Stochastic models; 6 [...]
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