Random thinning model with a truncated credit quality vulnerability factor : application to top-down-type credit risk assessment
Suguru Yamanaka
| Year of publication: |
2019
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|---|---|
| Authors: | Yamanaka, Suguru |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 6.2019, 3, p. 1-13
|
| Subject: | Credit risk | top-down approach | random thinning | Kreditrisiko | Theorie | Theory | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786319500245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314511