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.
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147739
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NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
147739
Unique Identifier:
10.1515/aupcsm-2015-0003
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Scimatic Chain (ID: 481)
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