The generation of synthetic data for risk modelling
James Hurst, Kirill Mayorov, Joseph Francois Tagne Tatsinkou
| 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 | Theorie | Theory | Simulation | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013391978