Pages that link to "Item:Q998291"

The following pages link to On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291):

Displaying 14 items.

• A polynomial-time algorithm for computing low CP-rank decompositions (Q344517) (← links)
• Computing symmetric nonnegative rank factorizations (Q651217) (← links)
• The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
• Nonnegative matrix factorization of a correlation matrix (Q1025855) (← links)
• LLN-type approximations for large portfolio losses (Q1667412) (← links)
• A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
• Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
• Methods for nonnegative matrix factorization based on low-rank cross approximations (Q2278210) (← links)
• Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
• Approximation algorithms for binary packing problems with quadratic constraints of low cp-rank decompositions (Q2399291) (← links)
• Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
• Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
• Low Permutation-rank Matrices: Structural Properties and Noisy Completion (Q5214186) (← links)
• CreditRisk⁺Model with Dependent Risk Factors (Q5379134) (← links)