Modelling credit risk with scarce default data: On the suitability of cooperative bootstrapped strategies for small low-default portfolios

  1. Florez-Lopez, R.
  2. Ramon-Jeronimo, J.M.
Journal:
Journal of the Operational Research Society

ISSN: 1476-9360,  0160-5682

Year of publication: 2014

Volume: 65

Issue: 3

Pages: 416-434

Type: Conference paper

DOI: 10.1057/JORS.2013.119 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus