Modeling exposure to losses on automobile leases
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 29 (2007)
Issue (Month): 3 (October)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Credit risk; Modeling automobile leases; Risk management; Nonstationary Markovian models; C; C25; G2; G32;
Find related papers by JEL classification:
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- G2 - Financial Economics - - Financial Institutions and Services
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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