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Kevin Jakob

https://www.github.com/null

Author or maintainer of the following packages:

crp.CSFP

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 ...
GCPM

Analyze the default risk of credit portfolios. Commonly known models, like CreditRisk+ or the Credit...

Impact Percentile

53

Number of Packages

2

Package Downloads

16,005

Citations

0