The generation of synthetic data for risk modelling
Year of publication: |
2022
|
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Authors: | Hurst, James ; Mayorov, Kirill ; Tatsinkou, Joseph Francois Tagne |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 15.2021/2022, 3, p. 260-269
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Subject: | risk quantification | risk management | probability of default | simulation | synthetic data | logistic regression | Risikomanagement | Risk management | Simulation | Kreditrisiko | Credit risk | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Risikomodell | Risk model |
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