Research on CreditRisk+ Model Based on Severity Variation and Sector Correlation

ResearchonCreditRisk+ModelBasedonSeverityVariationandSectorCorrelationofMulti-systemRiskFactors，彭建刚，吕志华，Onthebasisofmulti-systemriskfactorsCreditRisk+modelbasedonsectorcharacter,thispapertakesaccountofthevariationoflossgivendefault,andproposestheCreditRisk+