Modeling cycle dependence in credit insurance
Year of publication: |
2014
|
---|---|
Authors: | Caja, Anisa ; Planchet, Frédéric |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 2.2014, 1, p. 74-88
|
Publisher: |
Basel : MDPI |
Subject: | credit insurance | cycles | regime-switching Markov chain | rating transition matrix | multi-factor Merton model | economic capital |
-
Modeling cycle dependence in credit insurance
Caja, Anisa, (2014)
-
Modeling Cycle Dependence in Credit Insurance
Caja, Anisa, (2014)
-
Do lenders cross-subsidise loans by selling payment protection insurance?
Ashton, John K., (2014)
- More ...
-
Caja, Anisa, (2011)
-
Modeling cycle dependence in credit insurance
Caja, Anisa, (2014)
-
Modeling Cycle Dependence in Credit Insurance
Caja, Anisa, (2014)
- More ...