Credit risk modelling: A survey

Aas, Kjersti; Dimakos, Xeni Kristine

February 01, 2002

SAMBA

• Areas: Finance and Insurance
• Keywords: Credit risk, Merton based, Actuarial and Econometric models
• Page(s):
• Name and number of project: 220081
• Title: Credit risk modelling: A survey
• Author(s): Aas, Kjersti; Dimakos, Xeni Kristine
• Report number: SAMBA/05/02
• Published date: February 01, 2002