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Generalized CreditRisk+ model and applications Cover

Generalized CreditRisk+ model and applications

Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica
Volume 14 (2015): Issue 1 (December 2015)
By: Jakub Szotek  
Open Access
|Dec 2015

References

  1. [1] W. Feller, An introduction to probability theory and its applications. Vol. I., Third edition John Wiley & Sons, Inc., New York-London-Sydney 1968. Cited on 38.
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  2. [2] J.L. Hodges, Jr., L. Le Cam, The Poisson approximation to the Poisson binomial distribution, Ann. Math. Statist. 31 (1960), 737-740. Cited on 39.
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  3. [3] CreditRisk+. A Credit Risk Management Framework, Credit Suisse First Boston, 1997. Cited on 37, 38, 39 and 42.
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DOI: https://doi.org/10.1515/aupcsm-2015-0003 | Journal eISSN: 2300-133X | Journal ISSN: 2081-545X
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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:
Mathematics,
General mathematics

© 2015 Jakub Szotek, published by Pedagogical University of Cracow
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 License.

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