非正态数据下商业银行信用风险和经济资本度量

慕文涛, 陈典发, 陈冀

Measuring credit risk and economic capital for commercial banks under non-Gaussian data

MU Wen-tao, CHEN Dian-fa, CHEN Ji

系统工程理论与实践 . 2013, (6): 1372 -1379 . DOI: 10.12011/1000-6788(2013)6-1372