Affine Point Processes and Portfolio Credit Risk.
Eymen ErraisKay GieseckeLisa R. GoldbergPublished in: SIAM J. Financial Math. (2010)
Keyphrases
- point processes
- credit risk
- credit risk evaluation
- evaluation method
- monte carlo
- credit scoring
- hot spots
- risk analysis
- commercial banks
- decision making
- financial data
- exchange rate
- spatial analysis
- evaluation model
- credit card
- databases
- fraud detection
- decision trees
- support vector machine svm
- decision makers
- pattern recognition
- feature extraction
- social networks
- machine learning