Counting processes for retail default modeling
Nicholas M. Kiefer and C. Erik Larson
| Year of publication: |
2015
|
|---|---|
| Authors: | Kiefer, Nicholas M. ; Larson, C. Erik |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 11.2015, 3, p. 45-72
|
| Subject: | survival analysis | hazard functions | censored data | mortgage insurance | risk modeling | martingales | Hypothek | Mortgage | Kreditrisiko | Credit risk | Theorie | Theory | Risikomodell | Risk model | Statistische Bestandsanalyse | Duration analysis | Mikroökonometrie | Microeconometrics | Martingal | Martingale | Insolvenz | Insolvency |
| 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/10011380103