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Numerically Stable Computation of CreditRisk+
4 references·0 citing·14 second hop
Numerically Stable Computation of CreditRisk+ (2004)Numerically Stable Computation of CreditR…Saddlepoint approximation of CreditRisk+ (2002)Saddlepoint approximation of …An Introduction to Credit Risk Modeling (2002)An Introduction to Credit Ris…An Introduction to Credit Risk Modeling (2002)An Introduction to Credit Ris…Incorporating severity variations into credit risk (2001)Incorporating severity variat…Insurance Risk Models (1994)Saddlepoint Approximations (1995)A comparative anatomy of credit risk models (2000)Tail Approximations for Portfolio Credit Risk (2004)LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK (2007)Financial Engineering with Copulas Explained (2014)Credit risk modeling with affine processes (2005)Neural nets versus conventional techniques in credit scoring in Egyptian banking (2007)A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method (2018)Integrated risk modelling (2004)Credit Risk Assessment and Relationship Lending: An Empirical Analysis of German Small and Medium-Sized Enterprises* (2007)The impact of predatory loan terms on subprime foreclosures: The special case of prepayment penalties and balloon payments (2007)A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (2003)The common drivers of default risk (2014)
this work references cited by second hop

References

  • 2002An Introduction to Credit Risk Modeling318 cited
  • 2002An Introduction to Credit Risk Modeling227 cited
  • 2002Saddlepoint approximation of CreditRisk+79 cited
  • 2001Incorporating severity variations into credit risk38 cited

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