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Fuzzy-Neuro Model for Intelligent Credit Risk Management
Fuzzy Logic Neural Networks Fuzzy-Neuro Model Credit Risk Management
2013/1/28
This paper presents hybrid fuzzy logic and neural network algorithm to solve credit risk management problem. Credit risk is the risk of loss due to a debtor’s non-payment of a loan or other line of cr...
Precautionary Measures for Credit Risk Management in Jump Models
Credit risk management Double exponential jump diffusion Spectrally negative L´ evy processes
2010/10/19
Sustaining efficiency and stability by properly controlling the equity to asset ratio is one of the most important and difficult challenges in bank management. Due to unexpected and abrupt decline of...
Precautionary Measures for Credit Risk Management in Jump Models
Credit risk management Double exponential jump diffusion Spectrally negative Levy processes Scale functions Optimal stopping
2010/4/27
Sustaining efficiency and stability by properly controlling the equity to asset ratio is one of the most important and difficult challenges in bank management. Due to unexpected and abrupt decline of ...