scientific article; zbMATH DE number 1795918

zbMATH Open1050.91059MaRDI QIDQ4550992FDOQ4550992

Authors: Artur Suchwałko 

Publication date: 2001

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dynamic programmingMarkov decision processoptimal strategiescredit line limitCredit risk management

Mathematics Subject Classification ID

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• Modeling credit granting and risk with capital structure and asymmetric information
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• Quantitative Methods in Credit Management: A Survey
• Structural model for determining enterprise group's integrated lines of credit
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• Optimal control of credit risk.
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• Credit risk valuation. Methods, models, and applications.
• The perspective of a bank in granting credits: an optimization model
• About one descriptive model of granting credit limits
• The mathematical model and its Matlab implementing of inspecting credit fund operation
• The mathematical structure of credit evaluation

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