Probability of default estimation in credit risk using a nonparametric approach (Q2666053)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability of default estimation in credit risk using a nonparametric approach |
scientific article |
Statements
Probability of default estimation in credit risk using a nonparametric approach (English)
0 references
22 November 2021
0 references
kernel method
0 references
local lineal fit
0 references
probability of default
0 references
risk analysis
0 references
survival analysis
0 references
0 references
0 references
0 references