Expected credit loss modeling

DOI10.18523/2617-70806202314-19MaRDI QIDQ6568637FDOQ6568637

Authors: S. S. Drin', F. O. Serdiuk 

Publication date: 8 July 2024

Published in: Mogylyans'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

zbMATH Keywords

probability of defaultvariance inflation factor

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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