1
-
1
of
1
results (0.38 seconds)
Sort By:
-
Structural Credit Risk Modeling: Merton and Beyond
Although credit risk has historically not been a primary area of focus for the actuarial profession, actuaries ... a number of well-known credit risk models are direct applications of frequency- severity or hazard rate ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods