Vassilij Karassev

Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering

Bolshoi av., 61

Saint-Petersburg, 199178

Russia

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Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model

EFMA 2002 London Meetings
Number of pages: 15 Posted: 19 Jun 2002
Vassilij Karassev, Andrey Roukine and E.D. Solojentsev
Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
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Abstract:

credit risk, logic and probabilistic model, groups of incompatible events, Bayes' formula, identification, analysis, accuracy, stability, profit