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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/anor/PriscoIKN07>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Ahmed_Nagi>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Alexander_Y._Kreinin>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Ben_De_Prisco>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Ian_Iscoe>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2Fs10479-006-0123-7>
foaf:homepage <https://doi.org/10.1007/s10479-006-0123-7>
dc:identifier DBLP journals/anor/PriscoIKN07 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2Fs10479-006-0123-7 (xsd:string)
dcterms:issued 2007 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/anor>
rdfs:label A semi-analytical method for VaR and credit exposure analysis. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Ahmed_Nagi>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Alexander_Y._Kreinin>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Ben_De_Prisco>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Ian_Iscoe>
swrc:number 1 (xsd:string)
swrc:pages 23-47 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/anor/PriscoIKN07/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/anor/PriscoIKN07>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/anor/anor152.html#PriscoIKN07>
rdfs:seeAlso <https://doi.org/10.1007/s10479-006-0123-7>
dc:subject Portfolio distribution; Value-at-Risk; Credit exposure; Large deviations; Portfolio compression (xsd:string)
dc:title A semi-analytical method for VaR and credit exposure analysis. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 152 (xsd:string)