Ismail Basoglu, Wolfgang Hörmann, Halis Sak. Efficient simulations for a Bernoulli mixture model of portfolio credit risk. Annals OR, 260(1-2):113-128, 2018. [doi]
@article{BasogluHS18,
title = {Efficient simulations for a Bernoulli mixture model of portfolio credit risk},
author = {Ismail Basoglu and Wolfgang Hörmann and Halis Sak},
year = {2018},
doi = {10.1007/s10479-016-2241-1},
url = {https://doi.org/10.1007/s10479-016-2241-1},
researchr = {https://researchr.org/publication/BasogluHS18},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {260},
number = {1-2},
pages = {113-128},
}