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