A new mixture model for the estimation of credit card exposure at default
Mindy Leow, Jonathan Crook (Credit Research Centre, University of Edinburgh Business School, Edinburgh, Scotland, United Kingdom)
| Year of publication: |
2016
|
|---|---|
| Authors: | Leow, Mindy ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 2 (1.3.), p. 487-497
|
| Subject: | Risk management | Forecasting | Panel models | Survival models | Macroeconomic variables | Kreditrisiko | Credit risk | Kreditkarte | Credit card | Prognoseverfahren | Forecasting model | Risikomanagement | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2015.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436718