16 records found
1
Saddlepoint approximations for expectations
Generalized beta regression models for random loss-given-default
Nonnegative matrix factorization of a correlation matrix
Credit portfolio losses
Improving banks' credit risk management
Adaptive integration for multi-factor portfolio credit loss models
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
Higher-order saddlepoint approximations in the Vasicek portfolio credit loss model
Adaptive integration for Multi-Factor portfolio credit loss models
Higher Order Saddlepoint Approximations in the Vasicek Portfolio Credit Loss Model
