Risk Measurement for Portfolio Credit Risk Based on a Mixed Poisson Model

<table class="table-group" width="800px"><tr class="fig-image" id="a"><td><img alt="597814.fig.003a" src="https://static.hindawi.com/articles/ddns/volume-2014/597814/figures/597814.fig.003a.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(a) </b>Real estate</td></tr></table></td></tr><tr class="fig-image" id="b"><td><img alt="597814.fig.003b" src="https://static.hindawi.com/articles/ddns/volume-2014/597814/figures/597814.fig.003b.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(b) </b>Financial industry</td></tr></table></td></tr><tr class="fig-image" id="c"><td><img alt="597814.fig.003c" src="https://static.hindawi.com/articles/ddns/volume-2014/597814/figures/597814.fig.003c.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(c) </b>Machinery manufacturing</td></tr></table></td></tr><tr class="fig-image" id="d"><td><img alt="597814.fig.003d" src="https://static.hindawi.com/articles/ddns/volume-2014/597814/figures/597814.fig.003d.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(d) </b>Transportation</td></tr></table></td></tr></table>

<table>Loss distributions of each sample portfolio under Monte Carlo simulation.</table>

Discrete Dynamics in Nature and Society

fig3

Figure 3

Figure 3: Risk Measurement for Portfolio Credit Risk Based on a Mixed Poisson Model 