Title :
Notice of Retraction
Study on pre-alarm of credit emergency
Author :
Shu-jun Ye ; Chen Chen
Author_Institution :
Sch. of Econ. & Manage., Beijing Jiaotong Univ., Beijing, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
In this paper, the author defines the concept of credit emergency and study the relationship between changes of credit emergency and credit risk. Based on the analysis of the changing process of complex credit risk system consisted of multifactors, the author also study the distribution of credit emergency and find it conforms to Poisson distribution of stochastic processes. By using Poisson distribution, the author establish Poisson process model of credit emergency, and deduces the expectation of time interval which enterprises maintain its certain financial status under the influence of credit emergency. The economic implication of the expectation shows the average credit emergency which has influence on enterprise credit in a certain interval.
Keywords :
Poisson distribution; credit transactions; risk management; stochastic processes; Poisson distribution; Poisson process model; complex credit risk system; credit emergency; enterprise credit; stochastic process; Controllability; Couplings; Disaster management; Economic forecasting; Environmental economics; Genetic mutations; Interference; Risk analysis; Stability; Stochastic processes;
Conference_Titel :
Global Mobile Congress 2009
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-5302-3
DOI :
10.1109/GMC.2009.5295820
