Default probabilities in a corporate bank portfolio: a logistic model approach.
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Publication:5952439
DOI10.1016/S0377-2217(01)00045-5zbMath1051.91040WikidataQ128053948 ScholiaQ128053948MaRDI QIDQ5952439
Nico van der Wijst, Sjur Westgaard
Publication date: 2001
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00045-5
91B82: Statistical methods; economic indices and measures
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