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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Modeling portfolio loss distribution under infectious defaults and immunization
Number of pages: 27
Posted: 19 Sep 2025
Gabriele Torri
,
Rosella Giacometti
and . .
University of Bergamo, University of Bergamo - Department of Management and Mediobanca
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Abstract:
Portfolio loss distribution, CDO, contagion, infection
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