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公司信用风险预测模型研究 被引量:2

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摘要 KMV模型是目前常用的公司信用风险预测模型,该模型是采用期权定价法,应用随机扩散过程,对上市公司进行信用风险预测。本文在KMV模型的基础上采用模糊随机法,通过引入模糊随机变量,对违约概率进行模糊预测。
出处 《管理现代化》 CSSCI 北大核心 2006年第3期53-55,共3页 Modernization of Management
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参考文献3

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同被引文献23

  • 1周玲,胡旭,徐天亮,刘继永,徐海蓉.2型糖尿病高危人群的早期预测及其评价[J].中国公共卫生,2004,20(3):293-294. 被引量:14
  • 2曹卫华,李福玲,郭英,惠宗光,李琰琳.糖尿病风险评分与糖调节受损的相关性研究[J].护理研究(上旬版),2007,21(8):1995-1997. 被引量:6
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  • 7Jaana LD,Pirjo IP,Markku P,et al.Sustained reduction in the incidence of type 2 diabetes by lifestyle intervention:follow-up of the Finnish Diabetes Prevention Study[J]. Lancet,2006,368(9548) : 1673-1679.
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