Pages that link to "Item:Q998291"
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The following pages link to On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291):
Displayed 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<sup>+</sup>Model with Dependent Risk Factors (Q5379134) (← links)