基于转移概率分布的组合信用转移风险参数估计与压力测试
史若诗, 何寅杰, 赵延龙, 包莹
Parameter estimation and stress testing of portfolio credit risk based on transition probability distribution
SHI Ruoshi, HE Yinjie, ZHAO Yanlong, BAO Ying
系统工程理论与实践
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2024, (3): 893
-911
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DOI: 10.12011/SETP2023-0678
