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？

youdao

In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.

根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。

youdao

But interest is the important part in ruin probability of risk model in real life.

然而，在实际生活中，利息是破产概率风险模型中非常重要的一个组成部分。

youdao

The computer model combined the monthly probabilities of conceiving, the risk of miscarriage and the probability of becoming permanently sterile through age.

BBC: The researchers evaluated women's chances of conceiving