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Generalized linear mixed models in portfolio credit risk modelling
| Metadata Label | Value |
|---|---|
| Author(s): | McNeil, Alexander J., Wendin, Jonathan |
| Publisher: | ETH, Eidgenössische Technische Hochschule Zürich, Departement Mathematik |
| Citation: | McNeil, Alexander J. and Wendin, Jonathan. Generalized linear mixed models in portfolio credit risk modelling. ETH, Eidgenössische Technische Hochschule Zürich, Departement Mathematik (2003). http://dx.doi.org/10.3929/ethz-a-004637463 |
| Document Type: | Reports |
| Documents: |
Text
(410.94KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Generalized linear mixed models in portfolio credit risk modelling |
| Author(s) |
McNeil, Alexander J. Wendin, Jonathan |
| Corporate Author |
Eidgenössische Technische Hochschule (Zürich) Departement Mathematik |
| Publication Place | Zürich |
| Publisher | ETH, Eidgenössische Technische Hochschule Zürich, Departement Mathematik |
| Publication Date | 2003 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004637463 |
| Subject(s) |
Operations Research Mathematical Statistics |
| Keyword(s) |
GENERALIZED LINEAR MODELS MATHEMATICAL STATISTICS CREDIT RISK PROBABILITY THEORY RISK ANALYSIS |
| Organisational Unit | Department of Mathematics |
| Online Publication Date | 2003 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-26880-01.pdf |
application/pdf | 410.94KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004637463 |
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E-Collection record created: Sat, 19 Apr 2008, 01:48:43 CET