Pages that link to "Item:Q431916"
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The following pages link to Modeling of contagious credit events and risk analysis of credit portfolios (Q431916):
Displaying 4 items.
- Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621) (← links)
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
- A random thinning model with a latent factor for improvement of top-down credit risk assessment (Q3121457) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
