The following pages link to (Q4660853):
Displayed 4 items.
- On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291) (← 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)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)