On Loss Distributions from Installment-Repaid Loans

Abstract The banks have been accumulating huge data bases for many years and are increasingly turning to statistics to provide insight into customer behaviour, among other things. Credit risk is an important issue and certain stochastic models have been developed in recent years to describe and pred...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Crowder, Martin [verfasserIn]

Hand, David J.

Format:

Artikel

Sprache:

Englisch

Erschienen:

2005

Schlagwörter:

credit risk

default time

discrete-time survival

installment repayments

loan lifetime

loss distributions

portfolio risk

repayment failure time

Anmerkung:

© Springer Science+Business Media, Inc. 2005

Übergeordnetes Werk:

Enthalten in: Lifetime data analysis - Kluwer Academic Publishers, 1995, 11(2005), 4 vom: Dez., Seite 545-564

Übergeordnetes Werk:

volume:11 ; year:2005 ; number:4 ; month:12 ; pages:545-564

Links:

Volltext

DOI / URN:

10.1007/s10985-005-5239-6

Katalog-ID:

OLC2067134280

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