CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134): Difference between revisions

@@ Property / author @@
-Liang Peng
@@ Property / author: Liang Peng / rank @@
-Normal rank
@@ Property / author @@
-Jing-Ping Yang
@@ Property / author: Jing-Ping Yang / rank @@
-Normal rank
@@ Property / author @@
+Liang Peng
@@ Property / author: Liang Peng / rank @@
+Normal rank
@@ Property / author @@
+Jing-Ping Yang
@@ Property / author: Jing-Ping Yang / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CreditRisk+
@@ Property / describes a project that uses: CreditRisk+ / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2014.976311
+Normal rank
@@ Property / OpenAlex ID @@
+W2038799563
@@ Property / OpenAlex ID: W2038799563 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+The credit risk\(^{+}\) model with general sector correlations
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+Q4660854
@@ Property / cites work: Q4660854 / rank @@
+Normal rank
@@ Property / cites work @@
+CreditRisk\(^+\) in the banking industry.
@@ Property / cites work: CreditRisk\(^+\) in the banking industry. / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4660865
@@ Property / cites work: Q4660865 / rank @@
+Normal rank
@@ Property / cites work @@
+On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk
+Normal rank
@@ Property / cites work @@
+A class of multivariate copulas with bivariate Fréchet marginal copulas
+Normal rank
@@ Property / cites work @@
+Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence
+Normal rank
@@ Property / cites work @@
+The compound Poisson random variable's approximation to the individual risk model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5379134