On a spread model for portfolio credit risk modeling
Abstract eng: Spread Model, Credit Portfolio, Beta Regression, Logistic Regression, Actuarial Principle AMS: 91G40 Credit risk; 91B30 Risk theory, insurance; 91B70 Stochastic models; 62J12 Generalized linear models.
Contributors:
Conference Title:
Conference Title:
International conference on numerical analysis and applied mathematics 2014
Conference Venue:
Rhodes (GR)
Conference Dates:
2014-09-22 / 2014-09-28
Rights:
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Record created 2017-01-19, last modified 2017-01-19
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