{"id":"https://openalex.org/W2246122087","doi":"https://doi.org/10.1109/ieem.2015.7385776","title":"The research on supply chain portfolio default risk of financial enterprises based on archimedean no.12 copula","display_name":"The research on supply chain portfolio default risk of financial enterprises based on archimedean no.12 copula","publication_year":2015,"publication_date":"2015-12-01","ids":{"openalex":"https://openalex.org/W2246122087","doi":"https://doi.org/10.1109/ieem.2015.7385776","mag":"2246122087"},"language":"en","primary_location":{"id":"doi:10.1109/ieem.2015.7385776","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ieem.2015.7385776","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112025364","display_name":"Yuhan Teng","orcid":null},"institutions":[{"id":"https://openalex.org/I137867983","display_name":"Central University of Finance and Economics","ror":"https://ror.org/008e3hf02","country_code":"CN","type":"education","lineage":["https://openalex.org/I137867983"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Y. Teng","raw_affiliation_strings":["Business School, Central University of Finance and Economics, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Business School, Central University of Finance and Economics, Beijing, China","institution_ids":["https://openalex.org/I137867983"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001266646","display_name":"L-G. Zhou","orcid":null},"institutions":[{"id":"https://openalex.org/I137867983","display_name":"Central University of Finance and Economics","ror":"https://ror.org/008e3hf02","country_code":"CN","type":"education","lineage":["https://openalex.org/I137867983"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"L-G. Zhou","raw_affiliation_strings":["Business School, Central University of Finance and Economics, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Business School, Central University of Finance and Economics, Beijing, China","institution_ids":["https://openalex.org/I137867983"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5033731446","display_name":"J-L. Chen","orcid":null},"institutions":[{"id":"https://openalex.org/I137867983","display_name":"Central University of Finance and Economics","ror":"https://ror.org/008e3hf02","country_code":"CN","type":"education","lineage":["https://openalex.org/I137867983"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"J-L. Chen","raw_affiliation_strings":["Business School, Central University of Finance and Economics, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Business School, Central University of Finance and Economics, Beijing, China","institution_ids":["https://openalex.org/I137867983"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I137867983"],"apc_list":null,"apc_paid":null,"fwci":4.66,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.92783505,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"892","last_page":"894"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9908000230789185,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9707000255584717,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.8499264121055603},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.659231424331665},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5528794527053833},{"id":"https://openalex.org/keywords/supply-chain","display_name":"Supply chain","score":0.5080952644348145},{"id":"https://openalex.org/keywords/default-risk","display_name":"Default risk","score":0.42684227228164673},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3428463041782379},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.33574146032333374},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30335238575935364},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.29881858825683594},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.2955814599990845},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2705442011356354},{"id":"https://openalex.org/keywords/marketing","display_name":"Marketing","score":0.05918124318122864}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.8499264121055603},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.659231424331665},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5528794527053833},{"id":"https://openalex.org/C108713360","wikidata":"https://www.wikidata.org/wiki/Q1824206","display_name":"Supply chain","level":2,"score":0.5080952644348145},{"id":"https://openalex.org/C2984055962","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Default risk","level":3,"score":0.42684227228164673},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3428463041782379},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.33574146032333374},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30335238575935364},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.29881858825683594},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.2955814599990845},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2705442011356354},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.05918124318122864}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ieem.2015.7385776","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ieem.2015.7385776","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1563154055","https://openalex.org/W2119436275","https://openalex.org/W2282382832","https://openalex.org/W2907233437","https://openalex.org/W3122885979","https://openalex.org/W6678119076","https://openalex.org/W6757598146"],"related_works":["https://openalex.org/W4254184784","https://openalex.org/W1502836838","https://openalex.org/W2351412012","https://openalex.org/W4385681970","https://openalex.org/W3141866558","https://openalex.org/W2066826592","https://openalex.org/W1967916041","https://openalex.org/W1000855058","https://openalex.org/W2540241261","https://openalex.org/W4388716360"],"abstract_inverted_index":{"In":[0],"the":[1,7,11,17,34,38,46,49,55,59,68,80,85,91,100,118,134],"view":[2],"of":[3,10,37,48,72,88,120,136],"supply":[4,40,70,121,137],"chain":[5,71,122,138],"finance,":[6],"default":[8,35,103,114,124,140],"risk":[9,36,50,125,141],"enterprise":[12,101,113,139],"not":[13],"only":[14],"exists":[15],"within":[16],"enterprise,":[18],"but":[19],"also":[20],"gets":[21],"along":[22],"with":[23,111],"between":[24,51],"two":[25,52,64],"enterprises,":[26,53],"which":[27,66],"makes":[28],"it":[29,95,110],"more":[30],"essential":[31],"to":[32,98,116],"evaluate":[33],"whole":[39],"chain.":[41],"This":[42],"paper":[43],"addresses":[44],"on":[45,84],"contagion":[47],"selecting":[54],"financing":[56],"enterprises":[57,65],"as":[58,76,93],"research":[60],"object":[61],"and":[62],"taking":[63],"in":[67],"same":[69],"Chinese":[73],"auto":[74],"industry":[75],"sample.":[77],"Then":[78,108],"establish":[79],"Logit":[81],"model":[82],"based":[83],"financial":[86,123],"data":[87],"enterprises.":[89],"Taking":[90],"probability":[92,104,115],"basis,":[94],"is":[96],"possible":[97],"get":[99],"combination":[102],"using":[105],"Copula":[106],"function.":[107],"compare":[109],"single":[112],"enhance":[117],"accuracy":[119,135],"assessment.":[126,142],"At":[127],"last,":[128],"provide":[129],"a":[130],"basis":[131],"for":[132],"improving":[133]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}