Performance monitoring of credit portfolios using survival analysis
Year of publication: |
2012
|
---|---|
Authors: | Gandy, Axel |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 28.2012, 1, p. 139-144
|
Publisher: |
Elsevier |
Subject: | Monitoring | Robustness | Scenarios | Simulation | Structural change |
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