The following pages link to Model risk in credit risk (Q6078435):
Displaying 8 items.
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- Computational and analytical bounds for multivariate Bernoulli distributions (Q2074649) (← links)
- Assessing financial model risk (Q2630108) (← links)
- (Q3516474) (← links)
- (Q3518609) (← links)
- Exchangeable FGM copulas (Q6119932) (← links)
- High dimensional Bernoulli distributions: algebraic representation and applications (Q6178587) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)