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L Vannucci
Information about the author L Vannucci will soon be added to the site.
Found
2 papers
in total
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Creditworthiness dynamics and Hidden Markov Models
2014
A dynamic monitoring of credit risky portfolios is described. In the first section, it...
A new index of creditworthiness for retail credit products
2010
This paper introduces a novel family of indexes to describe borrowers'...
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