Centro de Documentación de Fundación MAPFRE

Notes: Sumario: Since Markowitz's concept of diversifi cation was introduced in the 1950s, statistical models have been widely used to assess market and credit risk. We explore the evolution of these models and their application in the context of assessing the risk of credit migration and default.Related records: En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/03/2021 Número 2 - marzo 2021 , p. 26-29Materia / lugar / evento: Matemática del seguro Cálculo actuarial Riesgo de cumplimiento Otros autores: Kapadia, Advait
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