Provisioning against borrowers default risk (Q903327): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.10.004 / rank
 
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Latest revision as of 07:36, 11 July 2024

scientific article
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English
Provisioning against borrowers default risk
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    Provisioning against borrowers default risk (English)
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    5 January 2016
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    borrower default risk
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    individual stochastic provisioning
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    Poisson point process
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    geometric Brownian motion
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    time of default
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    quantile
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