The article uses ambiguous and random method on the foundation of KMV model, through introducing ambiguous and random variable, undertake blurring forecasting to probability of break a contact.

 
  • 本文在KMV模型的基礎上采用模糊隨機法,通過(guò)引入模糊隨機變量,對違約概率進(jìn)行模糊預測。
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