Are Default Probability Models Relevant for Low Default Portfolios?

2013 ◽  
Author(s):  
Marius Frunza
Keyword(s):  
Default Probability ◽  
Probability Models

scholarly journals Validation of default probability models: A stress testing approach

2016 ◽  
Vol 47 ◽  
pp. 70-85 ◽  
Author(s):  
Fábio Yasuhiro Tsukahara ◽  
Herbert Kimura ◽  
Vinicius Amorim Sobreiro ◽  
Juan Carlos Arismendi Zambrano
Keyword(s):  
Stress Testing ◽  
Default Probability ◽  
Probability Models ◽  
Testing Approach

scholarly journals Comparison of Default Probability Models: Russian Experience

2012 ◽  
Author(s):  
Alexander Karminsky M. Karminsky ◽  
Alexander Kostrov ◽  
Taras Murzenkov
Keyword(s):  
Default Probability ◽  
Probability Models

Probability Models and Statistics. AJ Mehdi Festschrift

1997 ◽  
Vol 48 (8) ◽  
pp. 848-848
Author(s):  
A C Borthakur ◽  
H Choudhury (Eds.)
Keyword(s):  
Probability Models

Probability Models in Global Optimization

Informatica ◽  
2016 ◽  
Vol 27 (2) ◽  
pp. 323-334 ◽  
Author(s):  
James M. Calvin
Keyword(s):  
Global Optimization ◽  
Probability Models
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