Credit-Risk Modelling (Q4561684)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Credit-Risk Modelling |
scientific article; zbMATH DE number 6992881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit-Risk Modelling |
scientific article; zbMATH DE number 6992881 |
Statements
Credit-Risk Modelling (English)
0 references
12 December 2018
0 references
credit risk
0 references
copula
0 references
saddlepoint approximation
0 references
value at risk
0 references
hazard rate
0 references
0.87400055
0 references
0.85660946
0 references
0.8494662
0 references
0.8489798
0 references
