{"title":"广义CreditRisk+模型及其应用","authors":"Jakub Szotek","doi":"10.1515/AUPCSM-2015-0003","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":53863,"journal":{"name":"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica","volume":"128 1","pages":"37 - 46"},"PeriodicalIF":0.1000,"publicationDate":"2015-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Generalized CreditRisk+ model and applications\",\"authors\":\"Jakub Szotek\",\"doi\":\"10.1515/AUPCSM-2015-0003\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":53863,\"journal\":{\"name\":\"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica\",\"volume\":\"128 1\",\"pages\":\"37 - 46\"},\"PeriodicalIF\":0.1000,\"publicationDate\":\"2015-02-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/AUPCSM-2015-0003\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales Universitatis Paedagogicae Cracoviensis-Studia Mathematica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/AUPCSM-2015-0003","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
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.
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