Pages that link to "Item:Q1883333"
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The following pages link to CreditRisk\(^+\) in the banking industry. (Q1883333):
Displaying 12 items.
- pTAS distributions with application to risk management (Q347267) (← links)
- Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework (Q2323171) (← links)
- A generalization of Panjer's recursion and numerically stable risk aggregation (Q2430254) (← links)
- Compound Poisson approximation to convolutions of compound negative binomial variables (Q2513663) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY (Q2816962) (← links)
- On the Sums of Compound Negative Binomial and Gamma Random Variables (Q3621160) (← links)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)
- Poisson-Gamma mixture processes and applications to premium calculation (Q5095984) (← links)
- CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (Q6103211) (← links)
