2
H index
0
i10 index
10
Citations
| 2 H index 0 i10 index 10 Citations RESEARCH PRODUCTION: 14 Papers RESEARCH ACTIVITY: 7 years (2012 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pya403 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bill Huajian Yang. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
MPRA Paper / University Library of Munich, Germany | 14 |
Year | Title of citing document |
---|
Year | Title | Type | Cited |
---|---|---|---|
2013 | Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2013 | Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Modeling of EAD and LGD: Empirical Approaches and Technical Implementation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2016 | Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2017 | Smoothing Algorithms by Constrained Maximum Likelihood In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Resolutions to flip-over credit risk and beyond In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team