Consistent Assumptions for Modeling Credit Loss Correlations
Year of publication: |
2009
|
---|---|
Authors: | Dhaene, Jan |
Other Persons: | Goovaerts, M. J. (contributor) ; Olieslagers, Ruben (contributor) ; Koch, Robert (contributor) ; Romijn, Olivier (contributor) ; Vanduffel, Steven (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Korrelation | Correlation | Schätztheorie | Estimation theory |
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