A mean-reverting scenario design model to create lifetime forecasts and volatility assessment for retail loans
Joseph L. Breeden and Sisi Liang
| Year of publication: |
Dezember 2015
|
|---|---|
| Authors: | Breeden, Joseph L. ; Liang, Sisi |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 4, p. 19-30
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| Subject: | Lebensverlauf | Life course | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Private Verschuldung | Private debt | Bilanzierungsgrundsätze | Accounting standards | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011449970