Estimation of Default Probability for Low Default Portfolios

Ekonomika
doi 10.15388/ekon.2012.0.902
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Vilnius University Press

Related search

Modeling the Default Probability of the Russian Banks

Digest Finance
2017English

Model-Based Estimation of Sovereign Default Risk

SSRN Electronic Journal
2017English

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal
2016English

Prediction of Default Probability for Construction Firms Using the Logit Model

Journal of Civil Engineering and Management
CivilManagementStructural EngineeringStrategy
2014English

Assessing the Estimation Uncertainty of Default Probabilities

Kredit und Kapital
2008English

Downturn Loss Given Default: Mixture Distribution Estimation

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2014English

Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles

SSRN Electronic Journal
2018English

Default Times, No-Arbitrage Conditions and Changes of Probability Measures

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2012English

Identification of Indicators’ Applicability to Settle Borrowers’ Probability of Default

Economics and Culture
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy