Projects: cran: CreditMetrics

https://packages.ecosyste.ms/registries/cran.r-project.org/packages/CreditMetrics

Papers Mentioning CreditMetrics 3

10.1371/journal.pone.0098030
A Random Matrix Approach to Credit Risk
Cited by: 15
Author(s): Michael C. Münnix, Rudi Schäfer, Thomas Guhr
Software Mentions: 1
Published: about 12 years ago
10.1371/journal.pone.0175911
Traces of business cycles in credit-rating migrations
Cited by: 3
Author(s): Dmitri Boreiko, Serguei Kaniovski, Yuri M. Kaniovski, Georg Ch. Pflug
Software Mentions: 1
Published: about 9 years ago
10.1186/s40064-016-2110-z
On meeting capital requirements with a chance-constrained optimization model
Cited by: 7
Author(s): Ebenezer Fiifi Emire Atta Mills, Bo Yu, Lanlan Gu
Software Mentions: 1
Published: about 10 years ago