On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk
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Publication:998291
DOI10.1016/j.insmatheco.2007.08.006zbMath1152.91608OpenAlexW3125327354MaRDI QIDQ998291
Steven Vanduffel, Antoine Vandendorpe, Ngoc-Diep Ho, Paul Van Dooren
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.08.006
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Uses Software
Cites Work
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- On reduced rank nonnegative matrix factorization for symmetric nonnegative matrices
- The maximal cp-rank of rank \(k\) completely positive matrices
- Introducing a weighted non-negative matrix factorization for image classification
- Learning the parts of objects by non-negative matrix factorization
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