How to construct the credit risk model of default probability model?
如何构建违约概率模型等信用风险模型体系？
The application of competing risk model in the pricing of housing mortgage-backed securities is discussed based on measuring models of prepayment and default.
在阐述提前偿付与违约风险测量模型的基础上，探讨了竞争风险模型在住房抵押贷款证券定价过程中的应用。
In the case of considering the influence of the default probability, the paper establishes a credit risk decision model and gives corresponding credit risk d.
在考虑拖欠还款概率存在的影响下，建立了信贷风险决策模型，给出了相应的信贷风险决策机制。
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