Probability of default in collateralized credit operations
Year of publication: |
2013
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Authors: | Divino, José Angelo ; Sleegers Rocha, Líneke Clementino |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 276-292
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Subject: | Probability of default | Logistic regression | Survival analysis | Collateral | Accuracy indicators | Kreditsicherung | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
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