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

Voir la notice de l'article provenant de la source Library of Science

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. 
@article{AUPCM_2015_14_a4,
     author = {Szotek, Jakub},
     title = {Generalized {CreditRisk+} model and applications},
     journal = {Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica},
     publisher = {mathdoc},
     number = {14},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AUPCM_2015_14_a4/}
}
TY  - JOUR
AU  - Szotek, Jakub
TI  - Generalized CreditRisk+ model and applications
JO  - Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica
PY  - 2015
IS  - 14
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/AUPCM_2015_14_a4/
LA  - en
ID  - AUPCM_2015_14_a4
ER  - 
%0 Journal Article
%A Szotek, Jakub
%T Generalized CreditRisk+ model and applications
%J Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica
%D 2015
%N 14
%I mathdoc
%U http://geodesic.mathdoc.fr/item/AUPCM_2015_14_a4/
%G en
%F AUPCM_2015_14_a4
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/