Pages that link to "Item:Q431916"
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The following pages link to Modeling of contagious credit events and risk analysis of credit portfolios (Q431916):
Displaying 16 items.
- Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621) (← links)
- Incorporating contagion in portfolio credit risk models using network theory (Q680825) (← links)
- Heterogeneous credit portfolios and the dynamics of the aggregate losses (Q841485) (← links)
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
- Background filtrations and canonical loss processes for top-down models of portfolio credit risk (Q2271727) (← 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)
- Analysis of downgrade risk in credit portfolios with self-exciting intensity model (Q2843194) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- A random thinning model with a latent factor for improvement of top-down credit risk assessment (Q3121457) (← links)
- Credit Contagion in a Long Range Dependent Macroeconomic Factor Model (Q5198557) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- A contagion process with self-exciting jumps in credit risk applications (Q6104946) (← links)
- Periodic point processes: theory and application (Q6578175) (← links)
