Pages that link to "Item:Q4666847"
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The following pages link to An Introduction to Credit Risk Modeling (Q4666847):
Displayed 28 items.
- Cure events in default prediction (Q296900) (← links)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Capital adequacy rules, catastrophic firm failure, and systemic risk (Q385654) (← links)
- Nonexistence of Markovian time dynamics for graphical models of correlated default (Q415636) (← links)
- Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Homogeneous semi-Markov reliability models for credit risk management (Q816444) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025) (← links)
- Semi-Markov reliability models with recurrence times and credit rating applications (Q1040038) (← links)
- Nearest neighbor hazard estimation with left-truncated duration data (Q1633274) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Sum of Bernoulli mixtures: beyond conditional independence (Q2260590) (← links)
- An analytical approach for systematic risk sensitivity of structured finance products (Q2447506) (← links)
- PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL (Q2842530) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- Integrated risk modelling (Q4675954) (← links)
- A mathematical model for multi-name credit based on community flocking (Q4683101) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)
- A Credit Risk Modelling Approach to Assess Supplier Default Risk (Q5232859) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
- CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS (Q5247427) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)
- Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk (Q5430352) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
- Collective behaviors of stochastic agent-based models and applications to finance and optimization (Q6133473) (← links)