An algorithmic model for retail credit portfolio segmentation
Andy J. Y. Yeh; Jose A. Lopez
| Year of publication: |
2013
|
|---|---|
| Authors: | Yeh, Andy J. Y. ; López, José A. |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 7.2013, 2, p. 61-91
|
| Subject: | Privatkundengeschäft | Personal banking | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009780650