CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: CreditRisk+Model with Dependent Risk Factors |
scientific article; zbMATH DE number 7059806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CreditRisk<sup>+</sup>Model with Dependent Risk Factors |
scientific article; zbMATH DE number 7059806 |
Statements
CreditRisk<sup>+</sup>Model with Dependent Risk Factors (English)
0 references
28 May 2019
0 references
credit risk model
0 references
conditional independence
0 references
dependent risk factors
0 references
Panjer's recursion
0 references
multivariate copulas
0 references
0 references
0 references
