A collection of problems in credit risk modeling

K.P. Banachewicz

    Research output: PhD ThesisPhD-Thesis - Research and graduation internal

    183 Downloads (Pure)
    Original languageEnglish
    QualificationPhD
    Awarding Institution
    • Vrije Universiteit Amsterdam
    Supervisors/Advisors
    • van der Vaart, A.W., Supervisor
    • Lucas, André, Supervisor
    • Boshuizen, F.A., Co-supervisor
    Award date16 Jun 2009
    Publication statusPublished - 2009

    Keywords

    • credit risk
    • default rates
    • forecasting
    • statistical modeling

    Cite this