Performance monitoring of credit portfolios using survival analysis
Year of publication: |
2012
|
---|---|
Authors: | Gandy, Axel |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 1, p. 139-145
|
Saved in:
Saved in favorites
Similar items by person
-
International variations in life expectancy : a spatio-temporal analysis
Jen, Min Hua, (2010)
-
Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
Gandy, Axel, (2009)
-
The effect of estimation in high-dimensional portfolios
Gandy, Axel, (2013)
- More ...