Noureddine Lehdili

According to our database1, Noureddine Lehdili authored at least 1 paper in 2018.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

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Links

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Bibliography

2018
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge.
Risk and Decision Analysis, 2018


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