scientific article; zbMATH DE number 1475712

MaRDI QIDQ4489979zbMATHFDO

Authors Gennady Shaikhet

Publication date 12 July 2000

zbMATH Keywords

credit riskprobability of defaultdistribution of losses

Mathematics Subject Classification ID

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(7)

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• On loss distributions from installment-repaid loans
• Credit risk. Measurement, evaluation and management
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• Numerical estimates of risk factors contingent on credit ratings

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