Pages that link to "Item:Q1883333"
From MaRDI portal
The following pages link to CreditRisk\(^+\) in the banking industry. (Q1883333):
Displayed 7 items.
- pTAS distributions with application to risk management (Q347267) (← 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)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)