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Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models - MaRDI portal

Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models (Q1025335)

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scientific article; zbMATH DE number 5566447
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English
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
scientific article; zbMATH DE number 5566447

    Statements

    Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models (English)
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    18 June 2009
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    credit risk
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    consumer lending
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    structural models
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    reduced form models
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