Credit risk management: a multicriteria approach to assess creditworthiness

DOI10.1016/j.mcm.2012.03.005zbMath1305.91236OpenAlexW1969434253MaRDI QIDQ2256539

Vicente Giménez, Fernando García, Francisco Guijarro

Publication date: 19 February 2015

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2012.03.005

zbMATH Keywords

goal programmingcredit riskdefault probabilityfirm solvency

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Multi-objective and goal programming (90C29) Credit risk (91G40)

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