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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 | 2011/12 |
| Type | Academic Journal |
| Peer Review | Peer reviewed |
| Title | Analysis of downgrade risk in credit portfolios with self-exciting intensity model |
| Contribution Type | Collaboration |
| Journal | JSIAM Letters |
| Journal Type | Another Country |
| Volume, Issue, Page | 3,pp.93-96 |
| Author and coauthor | ◎Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa |