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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
- Advisor
- 김용대
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- Merton 모형 ; Merton model ; 로짓모형 ; Logit model ; IRLS ; IRLS ; 결합부도 확률 ; Joint default probability
- Description
- 학위논문(석사) --서울대학교 대학원 :통계학과,2007.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000044833
https://hdl.handle.net/10371/20740
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