A Theory of Credit Scoring and the Competitive Pricing of Default Risk
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- Dean Corbae, 2014. "A Theory of Credit Scoring and Competitive Pricing of Default Risk," 2014 Meeting Papers 274, 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.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-DGE-2018-08-27 (Dynamic General Equilibrium)
- NEP-RMG-2018-08-27 (Risk Management)
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