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Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk.

Shaojie DengKay GieseckeTze Leung Lai
Published in: Oper. Res. (2012)
Keyphrases
  • credit risk
  • credit risk evaluation
  • evaluation method
  • credit scoring
  • fraud detection
  • financial data
  • decision making
  • text mining
  • risk analysis
  • commercial banks