Search

Your search keyword '"Jakub Szotek"' showing total 1 results
Start Over Author "Jakub Szotek"
1 results on '"Jakub Szotek"'

1. Generalized CreditRisk+ model and applications

Author

Jakub Szotek

Subjects
credit risk, CreditRisk+, random variable distribution, probability generating function, applications, Mathematics, QA1-939
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.

Published
2015
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results