Pages that link to "Item:Q5379134"
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The following pages link to CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134):
Displaying 12 items.
- A new mixture model for the estimation of credit card exposure at default (Q320980) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Generalized CreditRisk\(^+\) model and applications (Q906198) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Behavioral technology credit scoring model with time-dependent covariates for stress test (Q2630239) (← links)
- Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626) (← links)
- (Q4660850) (← links)
- (Q4660854) (← links)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)
- Quantification of Operational Risk: A Scenario-Based Approach (Q5379191) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)