Hochreiter, Ronald. 2009. A Coupled Markov Chain model for Credit Portfolio Risk Management. 23rd European Conference on Operational Research, Bonn, Deutschland, July 2009.
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
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 |
Associations
- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)