Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911)
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scientific article; zbMATH DE number 6616522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling frailty-correlated defaults using many macroeconomic covariates |
scientific article; zbMATH DE number 6616522 |
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Modeling frailty-correlated defaults using many macroeconomic covariates (English)
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12 August 2016
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systematic default risk
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frailty-correlated defaults
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state space methods
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credit risk management
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