This dissertation improves the One Factor Gaussian Copula model and comes up with a new model called One Factor Gaussian Copula model Considering Lag Factors.
本文改进了单因子高斯模型，添加影响资产池中资产质量的滞后因子，提出了考虑滞后因子的单因子高斯模型。
This dissertation improves the One Factor Gaussian Copula model and comes up with a new model called One Factor Gaussian Copula model Considering Lag Factors.
本文改进了单因子高斯模型，添加影响资产池中资产质量的滞后因子，提出了考虑滞后因子的单因子高斯模型。
应用推荐