Department of Economics and Business Economics

Counting Processes for Retail Default Modeling

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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Counting Processes for Retail Default Modeling. / Kiefer, Nicholas Maximilian; Larson, C. Erik.

In: Journal of Credit Risk, Vol. 11, No. 3, 28.04.2015.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Kiefer, NM & Larson, CE 2015, 'Counting Processes for Retail Default Modeling', Journal of Credit Risk, vol. 11, no. 3.

APA

Kiefer, N. M., & Larson, C. E. (2015). Counting Processes for Retail Default Modeling. Journal of Credit Risk, 11(3).

CBE

Kiefer NM, Larson CE. 2015. Counting Processes for Retail Default Modeling. Journal of Credit Risk. 11(3).

MLA

Kiefer, Nicholas Maximilian and C. Erik Larson. "Counting Processes for Retail Default Modeling". Journal of Credit Risk. 2015. 11(3).

Vancouver

Kiefer NM, Larson CE. Counting Processes for Retail Default Modeling. Journal of Credit Risk. 2015 Apr 28;11(3).

Author

Kiefer, Nicholas Maximilian ; Larson, C. Erik. / Counting Processes for Retail Default Modeling. In: Journal of Credit Risk. 2015 ; Vol. 11, No. 3.

Bibtex

@article{4a77faa6111d4f84a20e801d1ca62fb5,
title = "Counting Processes for Retail Default Modeling",
keywords = "Econometrics, Aalen Estimator, Duration Modeling, Mortgage Insurance, Loan-to-Value",
author = "Kiefer, {Nicholas Maximilian} and Larson, {C. Erik}",
year = "2015",
month = apr,
day = "28",
language = "English",
volume = "11",
journal = "Journal of Credit Risk",
issn = "1744-6619",
publisher = "Incisive Media Ltd.",
number = "3",

}

RIS

TY - JOUR

T1 - Counting Processes for Retail Default Modeling

AU - Kiefer, Nicholas Maximilian

AU - Larson, C. Erik

PY - 2015/4/28

Y1 - 2015/4/28

KW - Econometrics, Aalen Estimator, Duration Modeling, Mortgage Insurance, Loan-to-Value

UR - http://www.risk.net/journal-of-credit-risk/journal/2427590/latest-issue-volume-11-number-3-september-2015

M3 - Journal article

VL - 11

JO - Journal of Credit Risk

JF - Journal of Credit Risk

SN - 1744-6619

IS - 3

ER -