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R. Frey and A. J. McNeil, “Dependent defaults in models of portfolio credit risk,” Journal of Risk, Vol. 6, No. 1, pp. 59–92, 2003.
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R. Frey and A. J. McNeil, “Dependent defaults in models of portfolio credit risk,” Journal of Risk, Vol. 6, No. 1, pp. 59–92, 2003.
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