Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling frailty-correlated defaults using many macroeconomic covariates |
scientific article |
Statements
Modeling frailty-correlated defaults using many macroeconomic covariates (English)
0 references
12 August 2016
0 references
systematic default risk
0 references
frailty-correlated defaults
0 references
state space methods
0 references
credit risk management
0 references
