Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Rafael Rodrigues Troian
| Year of publication: |
2013
|
|---|---|
| Authors: | Troian, Rafael Rodrigues |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013, 2, p. 63-81
|
| Subject: | Kreditrisiko | Credit risk | Kreditkarte | Credit card | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009781085