Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Rafael Rodrigues Troian
| Year of publication: |
2013
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|---|---|
| Authors: | Troian, Rafael Rodrigues |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013, 2, p. 63-81
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| Subject: | Kreditrisiko | Credit risk | Kreditkarte | Credit card | Prognoseverfahren | Forecasting model | Theorie | Theory | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |