Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
Year of publication: |
2003-06-19
|
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Authors: | Dacorogna, Michel ; Oderda, Gianluca ; Jung, Tobias |
Institutions: | EconWPA |
Subject: | credit risk models | cumulative accuracy profile | risk modeling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Acrobat PDF; prepared on IBM PC; to print on HP A4; pages: 18 ; figures: included 18 pages |
Classification: | G22 - Insurance; Insurance Companies |
Source: |
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