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Generalized linear mixed models in portfolio credit risk modelling
| Metadata Label | Value |
|---|---|
| Autor(en): | McNeil, Alexander J., Wendin, Jonathan |
| Verlag: | ETH, Eidgenössische Technische Hochschule Zürich, Departement Mathematik |
| Zitierweise: | 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 |
| Dokumententyp: | Reports |
| Dokumente: |
Text
(410.94KB) |
Detailansicht
| Metadaten | Beschreibung |
|---|---|
| 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 Mathematische Statistik |
| Keyword(s) |
VERALLGEMEINERTE LINEARE MODELLE MATHEMATISCHE STATISTIK KREDITRISIKO WAHRSCHEINLICHKEITSRECHNUNG RISIKOANALYSE OPERATIONS RESEARCH |
| Organisational Unit | Departement Mathematik |
| Online Publication Date | 2003 |
| Beschreibung | Dateiname | MIME Type | Grösse |
|---|---|---|---|
| Text |
eth-26880-01.pdf |
application/pdf | 410.94KB |
| Beschreibung | 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