Article: On Multivariate Credibility Approach for Portfolio Credit Risk Measurement
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| Title | On Multivariate Credibility Approach for Portfolio Credit Risk Measurement |
|---|---|
| Authors | Siu, T Ching, WK Ng, KP Fung, SL |
| Issue Date | 2005 |
| Publisher | Routledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp |
| Citation | Quantitative Finance, 2005, v. 5, p. 543-556 [How to Cite?] |
| ISSN | 1469-7688 2011 Impact Factor: 0.735 2011 SCImago Journal Rankings: 0.042 |
| dc.contributor.author | Siu, T |
|---|---|
| dc.contributor.author | Ching, WK |
| dc.contributor.author | Ng, KP |
| dc.contributor.author | Fung, SL |
| dc.date.accessioned | 2010-09-06T07:09:20Z |
| dc.date.available | 2010-09-06T07:09:20Z |
| dc.date.issued | 2005 |
| dc.identifier.citation | Quantitative Finance, 2005, v. 5, p. 543-556 [How to Cite?] |
| dc.identifier.hkuros | 114575 |
| dc.identifier.issn | 1469-7688 2011 Impact Factor: 0.735 2011 SCImago Journal Rankings: 0.042 |
| dc.identifier.openurl | |
| dc.identifier.uri | http://hdl.handle.net/10722/75247 |
| dc.language | eng |
| dc.publisher | Routledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp |
| dc.relation.ispartof | Quantitative Finance |
| dc.title | On Multivariate Credibility Approach for Portfolio Credit Risk Measurement |
| dc.type | Article |