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The Econometrics of Individual Risk - MaRDI portal

The Econometrics of Individual Risk (Q3426059)

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The Econometrics of Individual Risk
scientific article

    Statements

    title
    The Econometrics of Individual Risk (English)
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    author
    Joanna Jasiak
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    publication date
    7 March 2007
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    zbMATH Keywords
    discriminant analysis
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    estimation methods
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    score performance
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    transition models
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    credit risk
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    value-at-risk
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    Identifiers

    DOI
    10.1515/9781400829415
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    Mathematics Subject Classification ID
    91-02
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    91B30
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    62P05
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    91G40
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    91G70
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    zbMATH DE Number
    5131514
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    OpenAlex ID
    W4235755330
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