Work

Incorporating severity variations into credit risk

Year: 2001

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.2001.052

Authors: Peter Bürgisser, Alexandre Kurth, Armin Wagner

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W81733853

FWCI: 11.92

Cites:

Cited by: 38

Related to: 10