Evaluating credit risk models using loss density forecasts
Hergen Frerichs; Gunter Löffler
| Year of publication: |
2004
|
|---|---|
| Authors: | Frerichs, Hergen ; Löffler, Gunter |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 569-596
|
| Subject: | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Bewertung | Evaluation | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600683