Modeling Credit Risk With Partial Information

SSRN Electronic Journal
doi 10.2139/ssrn.2175028
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Large Portfolio Credit Risk Modeling

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

Information Functions of the Generalized Partial Credit Model

ETS Research Report Series
StatisticsProbabilityUncertaintyApplied PsychologySocial PsychologyEducation
1993English

Improving Credit Risk Analysis With Cluster Based Modeling and Threshold Selection

2020English

A Coupled Markov Chain Approach to Credit Risk Modeling

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2012English

Managing Credit Risk With Credit and Macro Derivatives

Schmalenbach Business Review
2004English

Erratum To: Credit Risk Management: Pricing, Measurement, and Modeling

2017English

A Maximum Principle Approach to Risk Indifference Pricing With Partial Information

Journal of Applied Mathematics and Stochastic Analysis
2008English

Clustering With Partial Information

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
English

Inventory Model for Deteriorating Items With Quadratic Demand, Partial Backlogging and Partial Trade Credit

Operations Research and Applications : An International Journal
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy