From Fault Tree to Credit Risk Assessment: A Case Study
Year of publication: |
2004
|
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Authors: | Gatfaoui, Hayette |
Publisher: |
Brussels : Economics and Econometrics Research Institute (EERI) |
Subject: | Credit risk | default probability | failure rate | fault tree | reliability | survival |
Series: | EERI Research Paper Series ; 5/2004 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 864243065 [GVK] hdl:10419/142499 [Handle] RePEc:eei:rpaper:EERI_RP_2004_05 [RePEc] |
Classification: | C1 - Econometric and Statistical Methods: General ; D8 - Information and Uncertainty |
Source: |
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From fault tree to credit risk assessment : a case study
Gatfaoui, Hayette, (2004)
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From Fault Tree to Credit Risk Assessment: A Case Study
Gatfaoui, Hayette, (2004)
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From Fault Tree to Credit Risk Assessment: A Case Study
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