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  • Aspects of Loan Guarantees Portfolio Diversification
    Aspects of Loan Guarantees Portfolio Diversification This paper uses contingent claims analysis to evaluate portfolios of vulnerable private loan guarantees and investigate their risk ...

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    • Authors: Michel Gendron, Application Administrator
    • Date: Jan 2001
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods