Credit-Risk Modelling
From MaRDI portal
Publication:4561684
DOI10.1007/978-3-319-94688-7zbMath1422.91012OpenAlexW4245089984MaRDI QIDQ4561684
Publication date: 12 December 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-94688-7
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)
Related Items (2)
Poisson-Gamma mixture processes and applications to premium calculation ⋮ Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach
Uses Software
This page was built for publication: Credit-Risk Modelling
