• CreditRisk+

  • Referenced in 44 articles [sw31697]
  • CreditRisk+ A Credit Risk Management Framework. CREDITRISK+ is based on a portfolio approach to modelling ... systematic risk of an obligor. The CREDITRISK+ Model is a statistical model of credit default ... causes of market price movements. The CREDITRISK+ Model considers default rates as continuous random variables ... these background factors are incorporated into the CREDITRISK+ Model through the use of default rate...
  • AS 99

  • Referenced in 18 articles [sw03870]
  • Algorithm AS 99. Fitting Johnson curves by moments...
  • CRAN

  • Referenced in 549 articles [sw04351]
  • R is ‘GNU S’, a freely available language...
  • copula

  • Referenced in 145 articles [sw07944]
  • Enjoy the Joy of Copulas: With a Package...
  • ghyp

  • Referenced in 26 articles [sw08162]
  • R package ghyp: A package on the generalized...
  • HAC

  • Referenced in 11 articles [sw11199]
  • R package HAC: Estimation, Simulation and Visualization of...
  • copula

  • Referenced in 167 articles [sw14499]
  • R package copula: Multivariate Dependence with Copulas. Classes...