scientific article; zbMATH DE number 2151385

MaRDI QIDQ4660871zbMATH OpenFDO

Authors Frank Schlottmann, Michael Lesko, Stephan Vorgrimler, Detlef Seese

Publication date 4 April 2005

zbMATH Keywords

CreditRisk\(^+\) modelhybrid approachmulti-objective function

Mathematics Subject Classification ID

Portfolio theory (91G10) Credit risk (91G40)

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• Credit risk analysis of mortgage loans: An application to the Italian market
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