Literatura académica sobre el tema "Joint default probability"
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Artículos de revistas sobre el tema "Joint default probability"
Valužis, M. "On the Probabilities of Correlated Defaults: a First Passage Time Approach". Nonlinear Analysis: Modelling and Control 13, n.º 1 (25 de enero de 2008): 117–33. http://dx.doi.org/10.15388/na.2008.13.1.14593.
Texto completoDurante, Fabrizio, Juan Fernández-Sánchez y Wolfgang Trutschnig. "On the singular components of a copula". Journal of Applied Probability 52, n.º 4 (diciembre de 2015): 1175–82. http://dx.doi.org/10.1239/jap/1450802760.
Texto completoDurante, Fabrizio, Juan Fernández-Sánchez y Wolfgang Trutschnig. "On the singular components of a copula". Journal of Applied Probability 52, n.º 04 (diciembre de 2015): 1175–82. http://dx.doi.org/10.1017/s0021900200113154.
Texto completoHusodo, Zaafri Ananto, Sigit Sulistyo Wibowo, Muhammad Budi Prasetyo, Usman Arief y Maulana Harris Muhajir. "ESTIMATING A JOINT PROBABILITY OF DEFAULT INDEX FOR INDONESIAN BANKS: A COPULA APPROACH". Buletin Ekonomi Moneter dan Perbankan 23, n.º 3 (2 de diciembre de 2020): 389–412. http://dx.doi.org/10.21098/bemp.v23i3.1358.
Texto completoChen, Yu y Yu Xing. "Basket Credit Default Swap Pricing with Two Defaultable Counterparties". Discrete Dynamics in Nature and Society 2022 (22 de marzo de 2022): 1–17. http://dx.doi.org/10.1155/2022/3844001.
Texto completoLI, WEIPING y TIM KREHBIEL. "AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY". International Journal of Theoretical and Applied Finance 19, n.º 05 (29 de julio de 2016): 1650036. http://dx.doi.org/10.1142/s0219024916500369.
Texto completoPang, Sulin, Jinwang Xiao y Shuqing Li. "Pricing method and applications for the farmer's joint liability based on intensity model and Monte Carlo simulation". Journal of Financial Engineering 02, n.º 01 (marzo de 2015): 1550008. http://dx.doi.org/10.1142/s2345768615500087.
Texto completoPianeti, Riccardo, Rosella Giacometti y Valentina Acerbis. "Estimating the Joint Probability of Default Using CreditDefault Swap and Bond Data". Journal of Fixed Income 21, n.º 3 (31 de diciembre de 2011): 44–58. http://dx.doi.org/10.3905/jfi.2012.21.3.044.
Texto completoCIRILLO, PASQUALE, JÜRG HÜSLER y PIETRO MULIERE. "A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING". International Journal of Theoretical and Applied Finance 13, n.º 08 (diciembre de 2010): 1223–40. http://dx.doi.org/10.1142/s0219024910006170.
Texto completoOrlando, Giuseppe y Roberta Pelosi. "Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default". International Journal of Financial Studies 8, n.º 4 (9 de noviembre de 2020): 68. http://dx.doi.org/10.3390/ijfs8040068.
Texto completoTesis sobre el tema "Joint default probability"
Lai, Kuang-erh y 賴光二. "Assessing the Risk of Credit Guaranteed Loans to SMEs:Based on the Probability of Default and Recovery Rate Calculated by a Joint Parameters Estimation Approach". Thesis, 2010. http://ndltd.ncl.edu.tw/handle/98088571374843002598.
Texto completo國立中山大學
財務管理學系研究所
98
In almost all nations, credit guarantee is an important system that the government relies on to help small and medium enterprises (SMEs) obtain finance and provide guidance to them. In Taiwan, Small and Medium Enterprise Credit Guarantee Fund (SMEG) is an institution mandated by the government to assist SMEs to obtain necessary funds from financial institutions. Although SMEG is a non-profit organization, its financial status still affects its sustainability. Therefore, this paper modifies the model presented by Merrick (2001) and uses data of loans submitted by a domestic bank to SMEG for credit guarantee to estimate probability of default and recovery rate of credit guaranteed loans. As this model quantifies risk of credit guarantee, it can help SMEG calculate the necessary reserve for prepayment in subrogation. In this increasingly complicated financial environment, quality of risk control determines the prosperity or survival of an organization. The proposed model is a feasible risk evaluation model that credit guarantee institutions can utilize to effectively improve their quality of risk control.
Capítulos de libros sobre el tema "Joint default probability"
Han, Chuan-Hsiang. "Importance Sampling Estimation of Joint Default Probability under Structural-Form Models with Stochastic Correlation". En Monte Carlo and Quasi-Monte Carlo Methods 2010, 409–18. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27440-4_22.
Texto completoMai, Jan-Frederik y Matthias Scherer. "Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals". En Springer Proceedings in Mathematics & Statistics, 333–41. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-2104-1_32.
Texto completoActas de conferencias sobre el tema "Joint default probability"
Ceylan, Ismail Ilkan, Adnan Darwiche y Guy Van den Broeck. "Open-World Probabilistic Databases: An Abridged Report". En Twenty-Sixth International Joint Conference on Artificial Intelligence. California: International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/669.
Texto completoLu, Yang-Cheng y Yaw-Chu Chen. "Applying fuzzy multi-criteria decision method to evaluate the credibility ranking for Taiwan banksaAa_ potential debtors from the viewpoint of default probability-A Taiwan LCD panels industry case". En 9th Joint Conference on Information Sciences. Paris, France: Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.166.
Texto completoShakarji, Craig M. "Understanding the Ramifications of Important Proposed Changes to Decision Rules in Three Standrads within ISO and ASME". En NCSL International Workshop & Symposium. NCSL International, 2015. http://dx.doi.org/10.51843/wsproceedings.2015.49.
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