Modeling exposure to losses on automobile leases

L. Smith () and Baiqiang Jin ()

Review of Quantitative Finance and Accounting, 2007, vol. 29, issue 3, 266 pages

Keywords: Credit risk; Modeling automobile leases; Risk management; Nonstationary Markovian models; C; C25; G2; G32 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s11156-007-0032-0

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