Pages that link to "Item:Q906198"
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The following pages link to Generalized CreditRisk\(^+\) model and applications (Q906198):
Displaying 10 items.
- Credit risk in general equilibrium (Q471329) (← links)
- Mathematics in financial risk management (Q948616) (← links)
- On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291) (← links)
- The new robust conic GPLM method with an application to finance: prediction of credit default (Q2392775) (← links)
- Erratum to: Dependence properties of dynamic credit risk models (Q3143708) (← links)
- (Q3374073) (← links)
- (Q3516474) (← links)
- (Q3569651) (← links)
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)