Forecasting probabilities of default and loss rates given default in the presence of selection
D. Rösch and H. Scheule
| Year of publication: |
2014
|
|---|---|
| Authors: | Rösch, Daniel ; Scheule, Harald |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 393-407
|
| Subject: | credit risk | correlation | probability of default | loss given default | recovery | tobit model | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Theorie | Theory | Basler Akkord | Basel Accord | Wahrscheinlichkeitsrechnung | Probability theory | Tobit-Modell | Tobit model | Korrelation | Correlation |
| 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://ebvufind01.dmz1.zbw.eu/10010251696