generalized creditrisk+ model and applications
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ID: 147739
2015
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Abstract
In the paper we give a mathematical overview of the CreditRisk+ model as a tool used for calculating credit risk in a portfolio of debts and suggest some other applications of the same method of analysis.
| Reference Key |
szotek2015annalesgeneralized
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| Authors | ;Jakub Szotek |
| Journal | annales universitatis paedagogicae cracoviensis: studia mathematica |
| Year | 2015 |
| DOI |
10.1515/aupcsm-2015-0003
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