Multiperiod default probability forecasting
Oliver Blümke
| Year of publication: |
2022
|
|---|---|
| Authors: | Blümke, Oliver |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 4, p. 677-696
|
| Subject: | credit risk | default prediction | discrete-time survival modeling | IFRS 9 | US-GAAP CECL | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | IFRS | Insolvenz | Insolvency | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Bilanzierungsgrundsätze | Accounting standards |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287842