An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435)
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scientific article; zbMATH DE number 7799767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An axiomatic approach to default risk and model uncertainty in rating systems |
scientific article; zbMATH DE number 7799767 |
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An axiomatic approach to default risk and model uncertainty in rating systems (English)
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5 February 2024
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default risk measure
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model uncertainty
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probability of default
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Choquet capacity
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value at risk
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risk-weighted assets
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