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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.advisor김용대-
dc.contributor.author김재연-
dc.date.accessioned2009-12-15T01:58:54Z-
dc.date.available2009-12-15T01:58:54Z-
dc.date.copyright2007.-
dc.date.issued2007-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000044833eng
dc.identifier.urihttps://hdl.handle.net/10371/20740-
dc.description학위논문(석사) --서울대학교 대학원 :통계학과,2007.en
dc.format.extentv, 31 p.en
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subjectMerton 모형en
dc.subjectMerton modelen
dc.subject로짓모형en
dc.subjectLogit modelen
dc.subjectIRLSen
dc.subjectIRLSen
dc.subject결합부도 확률en
dc.subjectJoint default probabilityen
dc.titleA Method of the Estimation of the Loss Distribution in Retail Portfoliosen
dc.title.alternative소매여신에서의 손실분포 추정 방법 연구en
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeMasteren
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