On loss distributions from installment-repaid loans (Q995970)
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scientific article; zbMATH DE number 5189467
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| default for all languages | No label defined |
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| English | On loss distributions from installment-repaid loans |
scientific article; zbMATH DE number 5189467 |
Statements
On loss distributions from installment-repaid loans (English)
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10 September 2007
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credit risk
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default time
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discrete-time survival
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installment repayments
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loan lifetime
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loss distributions
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portfolio risk
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repayment failure time
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0.754056990146637
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0.7411333918571472
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0.7327063679695129
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0.7118517756462097
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