Risk aggregation considering inter-risk dependence has always been a challenge to both researchers and practitioners. The objective of this study is to formulate ways of aggregation of bank risks and comprehensively compare simple summation, variance–covariance and copula approach. Firstly,...

To avoid credit fraud, social credit within an economic system has become an increasingly important criterion for the evaluation of economic agent activity and guaranteeing the development of a market economy with minimal supervision costs. This paper provides a comprehensive review of the...