Saddlepoint approximation of CreditRisk+

B-Tier
Journal: Journal of Banking & Finance
Year: 2002
Volume: 26
Issue: 7
Pages: 1335-1353

Authors (1)

Gordy, Michael B. (Federal Reserve Board (Board o...)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:26:y:2002:i:7:p:1335-1353
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25