Hochreiter, Ronald. 2009. A Coupled Markov Chain model for Credit Portfolio Risk Management. 23rd European Conference on Operational Research, Bonn, Deutschland, July 2009.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | A Coupled Markov Chain model for Credit Portfolio Risk Management |
| Event | 23rd European Conference on Operational Research |
| Year | 2009 |
| Date | July 2009 |
| Country | Germany |
| Location | Bonn |
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- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)