Journal
Scientific and technical journal of information technologies, mechanics and optics
UDK519.862.6
Issue:4 (62)
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IDENTIFICATION CRITERIA OF CREDIT RISK MODELS BY STATISTICAL DATA
Annotation
Application analysis of Logical-Probabilistic (LP) risk models is considered, and importance of the identification procedure of risk LP-models by statistical data is showed. Mathematical description of risk LP-models is given. The identification method of risk LP-models is stated and different criteria of identification are proposed and investigated. The recommendations by their applications are given.
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