generalized creditrisk+ model and applications

Clicks: 208
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 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Jakub Szotek
Journal annales universitatis paedagogicae cracoviensis: studia mathematica
Year 2015
DOI
10.1515/aupcsm-2015-0003
URL
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