From Fault Tree to Credit Risk Assessment: A Case Study
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Other versions of this item:
- Hayette GATFAOUI, 2005. "From Fault Tree to Credit Risk Assessment: A Case Study," Econometrics 0509002, University Library of Munich, Germany.
- Hayette Gatfaoui, 2004. "From Fault Tree to Credit Risk Assessment: A Case Study," EERI Research Paper Series EERI_RP_2004_05, Economics and Econometrics Research Institute (EERI), Brussels.
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- Hayette Gatfaoui, 2003. "From Fault Tree to Credit Risk Assessment: An Empirical Attempt," Risk and Insurance 0308003, University Library of Munich, Germany.
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More about this item
Keywords
Credit risk; default probability; failure rate; fault tree; reliability; survival;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
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