16 records found
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Generalized beta regression models for random loss-given-default
Saddlepoint approximations for expectations
Nonnegative matrix factorization of a correlation matrix
Improving banks' credit risk management
Adaptive integration for multi-factor portfolio credit loss models
Credit portfolio losses
60 GHz quadrature Doppler radar receiver in a 0.25 um SiGe BICMOS technology
On the performance of social network and likelihood-based expert weighting schemes
Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Adaptive integration for Multi-Factor portfolio credit loss models
Higher-order saddlepoint approximations in the Vasicek portfolio credit loss model
Higher Order Saddlepoint Approximations in the Vasicek Portfolio Credit Loss Model
