Pages that link to "Item:Q4994445"
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The following pages link to EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445):
Displaying 8 items.
- Generalized CreditRisk\(^+\) model and applications (Q906198) (← links)
- Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge (Q3119670) (← links)
- (Q3569651) (← links)
- Credit-Risk Modelling (Q4561684) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)