Provisioning against borrowers default risk (Q903327)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Provisioning against borrowers default risk |
scientific article |
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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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