Pages that link to "Item:Q2843194"
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The following pages link to Analysis of downgrade risk in credit portfolios with self-exciting intensity model (Q2843194):
Displaying 5 items.
- Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621) (← links)
- Modeling of contagious credit events and risk analysis of credit portfolios (Q431916) (← links)
- Modeling of contagious downgrades and its application to multi-downgrade protection (Q2843135) (← links)
- Analysis of credit event impact with self-exciting intensity model (Q2843177) (← links)
- A random thinning model with a latent factor for improvement of top-down credit risk assessment (Q3121457) (← links)