Risk analysis for large pools of loans
Year of publication: |
2019
|
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Authors: | Sirignano, Justin ; Giesecke, Kay |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 1, p. 107-121
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Subject: | law of large numbers | central limit theorem | machine learning | loan default and delinquency | portfolio loss distribution | big data | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Big Data | Big data | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
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