Default probabilities in a corporate bank portfolio: A logistic model approach.

Sjur Westgaard Nico van der Wijst

Published in: Eur. J. Oper. Res. (2001)

Keyphrases

logistic model
logistic regression
case study
conditional probabilities
probability theory
decision making
knowledge management
probability distribution
belief networks
portfolio selection
rare events
portfolio management
end user computing
nonmonotonic inference
data sets
decision trees
information systems