与信判断が確率変動す...

与信判断が確率変動するときの倒産企業の信用リスク値分布のモデル化--Skew-normal分布の応用 (特集 金融リスクの統計解析)

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与信判断が確率変動するときの倒産企業の信用リスク値分布のモデル化--Skew-normal分布の応用

(特集 金融リスクの統計解析)

Call No. (NDL)
Z15-42
Bibliographic ID of National Diet Library
11234624
Material type
記事
Author
大野 忠士ほか
Publisher
立川 : 情報・システム研究機構統計数理研究所
Publication date
2011-06
Material Format
Paper
Journal name
統計数理 = Proceedings of the Institute of Statistical Mathematics 59(1) (通号 113) 2011.6
Publication Page
p.3~23
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Paper

Material Type
記事
Author/Editor
大野 忠士
山下 智志
椿 広計
Alternative Title
Default distribution model truncated by stochastic credit decision: application of skew-normal distribution
Periodical title
統計数理 = Proceedings of the Institute of Statistical Mathematics
No. or year of volume/issue
59(1) (通号 113) 2011.6
Volume
59
Issue
1