发布求助
文献互助 智能选刊 最新文献

广义CreditRisk+模型及其应用

IF 0.1 Q4 MATHEMATICS
Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica Pub Date : 2015-02-20 DOI:10.1515/AUPCSM-2015-0003
Jakub Szotek
{"title":"广义CreditRisk+模型及其应用","authors":"Jakub Szotek","doi":"10.1515/AUPCSM-2015-0003","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":53863,"journal":{"name":"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica","volume":"128 1","pages":"37 - 46"},"PeriodicalIF":0.1000,"publicationDate":"2015-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Generalized CreditRisk+ model and applications\",\"authors\":\"Jakub Szotek\",\"doi\":\"10.1515/AUPCSM-2015-0003\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":53863,\"journal\":{\"name\":\"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica\",\"volume\":\"128 1\",\"pages\":\"37 - 46\"},\"PeriodicalIF\":0.1000,\"publicationDate\":\"2015-02-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/AUPCSM-2015-0003\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/AUPCSM-2015-0003","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0

摘要

本文从数学角度概述了CreditRisk+模型作为一种计算债务组合中信用风险的工具，并提出了该分析方法的一些其他应用。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
分享
查看原文 本刊更多论文
Generalized CreditRisk+ model and applications
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.
求助全文
通过发布文献求助，成功后即可免费获取论文全文。 去求助
来源期刊
Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica
Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica MATHEMATICS-
自引率
11.10%
发文量
5
审稿时长
15 weeks
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信