The survival analysis apporach in Basel II credit risk management : modeling danger rates in the loss given default parameter
Stefano Bonini; Giuliana Caivano
| Year of publication: |
2013
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|---|---|
| Authors: | Bonini, Stefano ; Caivano, Giuliana |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 9.2013, 1, p. 101-118
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010118170