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A Method of the Estimation of the Loss Distribution in Retail Portfolios
소매여신에서의 손실분포 추정 방법 연구

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Authors
김재연
Advisor
김용대
Issue Date
2007
Publisher
서울대학교 대학원
Keywords
Merton 모형Merton model로짓모형Logit modelIRLSIRLS결합부도 확률Joint default probability
Description
학위논문(석사) --서울대학교 대학원 :통계학과,2007.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000044833

http://hdl.handle.net/10371/20740
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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