About this article
Published Online: Dec 30, 2015
Page range: 37 - 46
Received: May 22, 2014
DOI: https://doi.org/10.1515/aupcsm-2015-0003
© by Jakub Szotek
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 International License.
In the paper we give a mathematical overview of the CreditRisk+ model as a tool used for calculating credit risk in a portfolio of debts and suggest some other applications of the same method of analysis.