Optimal Simultaneous Validation Tests of Default Probabilities, Dependencies, and Credit Risk Models

2004 ◽  
Author(s):  
Uwe Wehrspohn
Keyword(s):  
Credit Risk ◽  
Risk Models ◽  
Validation Tests

Selection versus averaging of logistic credit risk models

2014 ◽  
Vol 16 (5) ◽  
pp. 39-52 ◽  
Author(s):  
Evelyn Hayden ◽  
Alex Stomper ◽  
Arne Westerkamp
Keyword(s):  
Credit Risk ◽  
Risk Models

Selection vs. Averaging of Logistic Credit Risk Models

2010 ◽  
Author(s):  
Evelyn Hayden ◽  
Alex Stomper ◽  
Arne Westerkamp
Keyword(s):  
Credit Risk ◽  
Risk Models
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