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  
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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
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E-Collection record created: Sat, 19 Apr 2008, 01:48:43 CET