Estimating expected and unexpected losses for agricultural mortgage portfolios
Jonathan B. Dressler and Loren W. Tauer
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Dressler, Jonathan B. ; Tauer, Loren W. |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 98.2016, 5, p. 1470-1485
|
| Subject: | Agricultural mortgage | copula | credit risk | economic capital | expected losses | mortgage portfolio | loss distribution | Value-at-Risk | Hypothek | Mortgage | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Verlust | Loss | Theorie | Theory | Risikomanagement | Risk management | Agrarkredit | Agricultural credit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ajae/aaw049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011635556