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Multi-Faktor-Modell zur Bestimmung segment-spezifischer Ausfallwahrscheinlichkeiten für die Kredit-Portfolio-Steuerung

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Wirtschaftsinformatik

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Literatur

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Authors and Affiliations

  1. Institut für Bankinformatik und Bankstrategie, Kompetenzzentrum für Risikomanagement, Universität Regensburg, Regerstraße 4, D-93053, Regensburg, Deutschland

    Michael Knapp

  2. Lehrstuhl für Statistik, Universität Regensburg, Universitätsstraße 31, D-93053, Regensburg, Deutschland

    Alfred Hamerle

Authors
  1. Michael Knapp
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  2. Alfred Hamerle
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Correspondence to Michael Knapp.

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Knapp, M., Hamerle, A. Multi-Faktor-Modell zur Bestimmung segment-spezifischer Ausfallwahrscheinlichkeiten für die Kredit-Portfolio-Steuerung. Wirtschaftsinf 41, 138–145 (1999). https://doi.org/10.1007/BF03250647

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  • DOI: https://doi.org/10.1007/BF03250647

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