Sector concentration risk: A model for estimating capital requirements.

J. David Cabedo Semper Jose Miguel Tirado Beltrán

Published in: Math. Comput. Model. (2011)

Keyphrases

probabilistic model
computational model
statistical model
mathematical model
formal model
high level
experimental data
probability distribution
database
parameter estimation
management system
risk assessment
theoretical framework
multiscale
similarity measure
information systems
machine learning