Survival analysis and ROC analysis in analyzing credit risks : assessing default risks over time
Year of publication: |
[2016]
|
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Authors: | Hu, Nan ; Cheng, Haojie |
Published in: |
Analyzing risk through probabilistic modeling in operations research. - Hershey, Pa. : Business Science Reference, ISBN 978-1-4666-9458-3. - 2016, p. 380-403
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Subject: | Risiko | Risk | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Taiwan | Risikomanagement | Risk management | Kreditderivat | Credit derivative |
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