Estimation of loan portfolio risk on the basis of Markov chain model (Q4927279)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6177266
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of loan portfolio risk on the basis of Markov chain model |
scientific article; zbMATH DE number 6177266 |
Statements
Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model (English)
0 references
19 June 2013
0 references
loan portfolio
0 references
Markov chain
0 references
incomplete information
0 references
0.8956915736198425
0 references
0.8462570905685425
0 references
0.7892349362373352
0 references
0.7852141857147217
0 references
0.785023033618927
0 references
