Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework
Crossref DOI link: https://doi.org/10.1007/s13160-016-0216-x
Published Online: 2016-05-17
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yamanaka, Suguru
Nakagawa, Hidetoshi
Sugihara, Masaaki
Text and Data Mining valid from 2016-05-17