Probability of no default for a microloan under uncertainty
Year of publication: |
2024
|
---|---|
Authors: | Boiquaye, Perpetual Andam ; Protter, Philip E. |
Subject: | Interest rate | Microfinance | Microloan | Probability of no default | Mikrofinanzierung | Kreditrisiko | Credit risk | Zins | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk |
-
Horovitz, Andre, (2023)
-
Climate-related default probabilities
Blanc-Blocquel, Augusto, (2024)
-
Aggregation of incidence and intensity risk variables to achieve reconciliation
Hunt, Clive, (2019)
- More ...
-
On Itô's formula for multidimensional Brownian motion
Föllmer, Hans, (2001)
-
On Itô's formula for multidimensional Brownian motion
Föllmer, Hans, (2001)
-
From discrete- to continuous-time finance : weak convergence of the financial gain process
Duffie, Darrell, (1992)
- More ...