@article{portfoliocreditriskwitharchimedean,
  title = {Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation},
  author = {Hengxin Cui and Ken Seng Tan and Fan Yang},
  year = {2024},
  eprint = {2411.06640},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2411.06640v1},
}