Modeling the loss distribution
Year of publication: |
2011
|
---|---|
Authors: | Chava, Sudheer ; Stefanescu, Catalina ; Turnbull, Stuart M. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 7, p. 1267-1287
|
Subject: | Verlust | Loss | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Operations Research | Operations research | 1980-2010 |
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