reduced-form model

常见例句

In this paper, three models on pricing credit risk are introduced first: structual model, reduced-form model and the credit class transition model.
本文首先介绍了三种主要的定价信用风险的模型：结构化模型，约减形式模型及信用等级迁移模型。
Based on reduced-form approaches, this paper assumes that the default of the enterprise is exogenous and follows a doubly stochastic Poisson process, and then provides a model on loan-to-value ratios.
沿着简化式思路，本文假定借款企业违约事件外生并服从重随机泊松过程，建立了一个有关贷款价值比率的模型。
After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。