YAMANAKA Suguru
Department Aoyama Gakuin University Department of Mathematical Sciences, College of Science and Engineering Position Associate Professor |
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Language | English |
Publication Date | 2016/07 |
Type | Academic Journal |
Peer Review | Peer reviewed |
Title | Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework |
Contribution Type | Collaboration |
Journal | JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS |
Journal Type | Another Country |
Volume, Issue, Page | 33(2),pp.321-341 |
Author and coauthor | ◎Suguru Yamanaka, Hidetoshi Nakagawa, Masaaki Sugihara |