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North American Actuarial Journal Volume 19, 2015 - Issue 1
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FEATURE ARTICLES

CreditRisk+ Model with Dependent Risk Factors

Ruodu WangDepartment of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada
,
Liang PengDepartment of Risk Management and Insurance, Georgia State University, Atlanta, Georgia
&
Jingping YangDepartment of Financial Mathematics, Center for Statistical Science, Peking University, Beijing, ChinaCorrespondence[email protected]
Pages 24-40 | Published online: 23 Dec 2014

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