Geodesic
Generalized CreditRisk+ model and applications
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica, no. 14 (2015).

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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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     author = {Szotek, Jakub},
     title = {Generalized {CreditRisk+} model and applications},
     journal = {Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica},
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     number = {14},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AUPCM_2015_14_a4/}
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Szotek, Jakub. Generalized CreditRisk+ model and applications. Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica, no. 14 (2015). http://geodesic.mathdoc.fr/item/AUPCM_2015_14_a4/