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X Huang

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16 records found

Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Journal article - X Huang, C.W. Oosterlee, MAM Mesters

Improving banks' credit risk management
Journal article - X Huang, C.W. Oosterlee

Adaptive integration for multi-factor portfolio credit loss models
Journal article - X Huang, C.W. Oosterlee

Saddlepoint approximations for expectations

Nonnegative matrix factorization of a correlation matrix

Generalized beta regression models for random loss-given-default

Adaptive integration for Multi-Factor portfolio credit loss models
Journal article - X Huang, C.W. Oosterlee

On the performance of social network and likelihood-based expert weighting schemes
Journal article - R.M. Cooke, S ElSaadany, X Huang

Higher Order Saddlepoint Approximations in the Vasicek Portfolio Credit Loss Model

Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Journal article - X Huang, C.W. Oosterlee, MAM Mesters

Nonnegative matrix factorization of a correlation matrix

Generalized beta regression models for random loss-given-default
Journal article - X Huang, C.W. Oosterlee

Credit portfolio losses
Doctoral thesis - X Huang

Saddlepoint approximations for expectations
Journal article - X Huang, C.W. Oosterlee

Higher-order saddlepoint approximations in the Vasicek portfolio credit loss model

60 GHz quadrature Doppler radar receiver in a 0.25 um SiGe BICMOS technology
Conference paper - H Veemstra, PHL Notten, X Huang, J..R.. Long