On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291): Difference between revisions

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Property / author: Paul Van Dooren / rank
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Property / author: Paul Van Dooren / rank
 
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Property / describes a project that uses: CreditRisk+ / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.08.006 / rank
 
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Property / OpenAlex ID: W3125327354 / rank
 
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Property / cites work: The maximal cp-rank of rank \(k\) completely positive matrices / rank
 
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Property / cites work: On reduced rank nonnegative matrix factorization for symmetric nonnegative matrices / rank
 
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Property / cites work: Q3566016 / rank
 
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Property / cites work: Introducing a weighted non-negative matrix factorization for image classification / rank
 
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Property / cites work: Q4660853 / rank
 
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Property / cites work: Learning the parts of objects by non-negative matrix factorization / rank
 
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Latest revision as of 01:04, 29 June 2024

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On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk
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    On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (English)
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    28 January 2009
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    default correlation
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    aggregation
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    factorization
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    Panjer's recursion
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