1Lee, Wo-Chiang.Redefinition of the KMV model's optimal default point based on genetic algorithms - Evidence from Taiwan.Expert Systems with Applications, 2011. Gou,Xiao-Ju.Applying KMV model to credit risk assessment of Chinese listed firms.2009.
2International Conference on Information Man- agement, Innovation Management and Industrial Engineering, 2009,553-557.
3Zhang Shengzhong.Global financial crisis's impact on the credit risk of logistics companies: Comparative analysis between China and us with KMV model.Proceedings - 2010 International Conference on Management of e-Commerce and e-Government,2010,116-121.
4Li Hong, Chen Jun.Analysis in credit risk of listed company based on KMV modeL2010 International Conference on Management and Service Science,2010.
5Grzybowska, Karwanski M.Examples of migration matrices models and their performance in credit risk analysis.Acta Physica Polonica A,2012 121(2):40-46.
7Zhou C.A Jump-diffusion Approach to ModellingCredit Risk and Valuing Defaultable Securities[R].Working Paper.Federal Reserve Board,1997.
8Lando,D.On Rating Transition Analysis and Corre-lation[A].Credit Derivatives:Applications for RiskManagement,Investment and Portfolio Optimization[C],New York:Risk Publications,1998:147-155.
9Jarrow,R.A,D.Lando,S.M.Turnbull.A MarkovModel for the Term Structure of Credit Risk Spreads[J].The Review of Financial Studies,1997,10,(2):481-523.
10Jarrow R.A,Turnbull S.M.Pricing Derivatives onFinancial Securities Subject to Credit Risk[J].Jour-nal of Finance,1995,(50):53-85.
1Constantinos Lefcaditis,Anastasios Tsamis,John Leventides, Concentra- tion risk model for Greek bank's credit portfolio [J]. The Journal of Risk Fi- nance, 2014,15 (1):71 - 93.
2Zhan-jiang Li,Guo-tai Chi,Zhan-dong Xu,Measurement Model ,of Project Risks of Commercial Banks Based on Combination Weighting[J].In- dustrial Engineering and Engineering Management,2013, 499-509.