Table of Contents Author Guidelines Submit a Manuscript
Discrete Dynamics in Nature and Society
Volume 2014, Article ID 597814, 9 pages
http://dx.doi.org/10.1155/2014/597814
Research Article

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

1School of Finance, Zhejiang University of Finance and Economics, Hangzhou 310018, China
2Coordinated Innovation Center of Wealth Management and Quantitative Investment, Zhejiang University of Finance and Economics, Hangzhou 310018, China
3Center for Research of Regulation and Policy of Zhejiang Province, Hangzhou 310018, China

Received 19 February 2014; Accepted 28 April 2014; Published 22 May 2014

Academic Editor: Fenghua Wen

Copyright © 2014 Rongda Chen and Huanhuan Yu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Rongda Chen and Huanhuan Yu, “Risk Measurement for Portfolio Credit Risk Based on a Mixed Poisson Model,” Discrete Dynamics in Nature and Society, vol. 2014, Article ID 597814, 9 pages, 2014. https://doi.org/10.1155/2014/597814.