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Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model (Q4927279)

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scientific article; zbMATH DE number 6177266
Language Label Description Also known as
English
Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model
scientific article; zbMATH DE number 6177266

    Statements

    title
    Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model (English)
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    author
    G. A. Timofeeva
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    Nikolai M. Timofeev
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    publication date
    19 June 2013
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    zbMATH Keywords
    loan portfolio
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    Markov chain
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    incomplete information
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    Identifiers

    Mathematics Subject Classification ID
    93E10
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    91G10
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    93C41
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    93C55
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    60J10
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    zbMATH DE Number
    6177266
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    OpenAlex ID
    W1438534488
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