A new mixture model for the estimation of credit card exposure at default (Q320980)
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scientific article; zbMATH DE number 6635791
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new mixture model for the estimation of credit card exposure at default |
scientific article; zbMATH DE number 6635791 |
Statements
A new mixture model for the estimation of credit card exposure at default (English)
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7 October 2016
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risk management
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forecasting
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panel models
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survival models
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macroeconomic variables
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0.8712229
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0.8679247
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0.8497522
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0.8442156
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0.84390265
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0.8413661
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0.83802587
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0.8371433
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