A Theory of Credit Scoring and Competitive Pricing of Default Risk
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- Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull & Kyle Dempsey, 2018. "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2018 Meeting Papers 550, Society for Economic Dynamics.
- Victor Rios-Rull & Dean Corbae: & Satyajit Chatterjee, 2011. "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2011 Meeting Papers 1115, Society for Economic Dynamics.
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This paper has been announced in the following NEP Reports:- NEP-BAN-2014-09-05 (Banking)
- NEP-CTA-2014-09-05 (Contract Theory & Applications)
- NEP-DGE-2014-09-05 (Dynamic General Equilibrium)
- NEP-FMK-2014-09-05 (Financial Markets)
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