AMS Classification 60F05
"Central limit and other weak theorems"These are all the papers that have the " 60F05 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Fluctuation Analysis for the Loss from Default
by Konstantinos Spiliopoulos of Boston University,
Justin A. Sirignano of Stanford University, and
Kay Giesecke of Stanford University
(499K PDF) -- 32 pages -- May 30, 2013 Default Clustering in Large Portfolios: Typical events
by Kay Giesecke of the Stanford University,
Kostas Spiliopoulos of the Brown University, and
Richard Sowers of the University of Illinois at Urbana-Champaign
(385K PDF) -- 33 pages -- March 4, 2012 Large Portfolio Asymptotics for Loss from Default
by Kay Giesecke of Stanford University,
Konstantinos Spiliopoulos of Brown University,
Richard B. Sowers of University of Illinois at Urbana-Champaign, and
Justin Sirignano of Stanford University
(1267K PDF) -- 26 pages -- September 7, 2011 Recovery Rates in Investment-grade Pools of Credit Assets: A large deviations analysis
by Konstantinos Spiliopoulos of Brown University, and
Richard B. Sowers of University of Illinois at Urbana-Champaign
(393K PDF) -- 30 pages -- August 11, 2011 Tails of Credit Default Portfolios
by Gabriel Kuhn of the Munich University of Technology
(355K PDF) -- 32 pages -- December 21, 2004
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