Generalized CreditRisk+ model and applications
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica (2015)
- Volume: 14, page 37-46
- ISSN: 2300-133X
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topJakub Szotek. "Generalized CreditRisk+ model and applications." Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica 14 (2015): 37-46. <http://eudml.org/doc/276417>.
@article{JakubSzotek2015,
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.},
author = {Jakub Szotek},
journal = {Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica},
language = {eng},
pages = {37-46},
title = {Generalized CreditRisk+ model and applications},
url = {http://eudml.org/doc/276417},
volume = {14},
year = {2015},
}
TY - JOUR
AU - Jakub Szotek
TI - Generalized CreditRisk+ model and applications
JO - Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica
PY - 2015
VL - 14
SP - 37
EP - 46
AB - 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.
LA - eng
UR - http://eudml.org/doc/276417
ER -
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