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A Method of the Estimation of the Loss Distribution in Retail Portfolios : 소매여신에서의 손실분포 추정 방법 연구
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김용대 | - |
dc.contributor.author | 김재연 | - |
dc.date.accessioned | 2009-12-15T01:58:54Z | - |
dc.date.available | 2009-12-15T01:58:54Z | - |
dc.date.copyright | 2007. | - |
dc.date.issued | 2007 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000044833 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/20740 | - |
dc.description | 학위논문(석사) --서울대학교 대학원 :통계학과,2007. | en |
dc.format.extent | v, 31 p. | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | Merton 모형 | en |
dc.subject | Merton model | en |
dc.subject | 로짓모형 | en |
dc.subject | Logit model | en |
dc.subject | IRLS | en |
dc.subject | IRLS | en |
dc.subject | 결합부도 확률 | en |
dc.subject | Joint default probability | en |
dc.title | A Method of the Estimation of the Loss Distribution in Retail Portfolios | en |
dc.title.alternative | 소매여신에서의 손실분포 추정 방법 연구 | en |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Master | en |
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