说明: The main goal of this research is to demonstrate how probabilistic graphs may be used for mod- eling and assessment of credit concentration risk. The destructive power of credit concentrations essentially depends on the amount of correlation among b <u010174494> 上传 | 大小:200kb
说明: The most sophisticated commonly used methods of risk assessment (used especially in the financial sector) involve building statistical models from historical data. Yet such approaches are inadequate when risks are rare or novel because there is insu <u010174494> 上传 | 大小:406kb