搜索结果: 1-1 共查到“管理学 dependent risk factors”相关记录1条 . 查询时间(0.109 秒)
CreditRisk Model with Dependent Risk Factors
CreditRisk + model conditional independence dependent risk factors
2016/1/20
The CreditRisk + model is widely used in industry for computing the loss of a credit port-folio. The standard CreditRisk + model assumes independence among a set of common risk factors, a simplified a...