Expected loss over lifetime calculation: methodological concepts and challenges
| Year of publication: |
2017
|
|---|---|
| Authors: | Pfeuffer, Marius ; Fischer, Matthias |
| Published in: |
Essays on the measurement of credit risk. - Erlangen. - 2017, p. 6-27
|
| Subject: | Kreditrisiko | Credit risk | Dauer | Duration | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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