Provisioning against borrowers default risk (Q903327)
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scientific article; zbMATH DE number 6526554
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Provisioning against borrowers default risk |
scientific article; zbMATH DE number 6526554 |
Statements
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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0.754056990146637
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0.7216963171958923
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0.7206670045852661
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0.7168934345245361
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0.7111597061157227
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