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한국통계학회 논문집 = Communications of the Korean Statistical Society, v.13 no.3, 2006년, pp.685 - 699
Kim, Seong-W. (Division of Applied Mathematics, Hanyang University) , Son, Young-Sook (Department of Statistics, Chonnam National University) , Choi, Sang-A (Department of Mathematics, Ajou University)
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Commercial banks and other related areas have developed internal models to better quantify their financial risks. Since an appropriate credit risk model plays a very important role in the risk management at financial institutions, it needs more accurate model which forecasts the credit losses, and s...
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