A new robust importance-sampling method for measuring value-at-risk and expected shortfall allocations for credit portfolios Trond Reitan Kjersti Aas Publication details Journal: The Journal of Credit Risk, vol. 6, 2011 International Standard Numbers: Printed: 1744-6619 Electronic: 1755-9723 Link: FULLTEKST: http://www.journalofcreditrisk.com/public/showPage.html?validate=0&page=jcr_login2&url=%2Fpublic%2FshowPage.html%3Fpage%3D875276 Kjersti Aas Research Director SAMBA You are here: Home Publications Vitenskapelig artikkel A new robust importance-sampling method for measuring value-at-risk and expected shortfall allocations for credit portfolios