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.
Language: English
Page range: 37 - 46
Submitted on: May 22, 2014
Published on: Dec 30, 2015
Published by: Pedagogical University of Cracow
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Related subjects:
© 2015 Jakub Szotek, published by Pedagogical University of Cracow
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 License.