An Age–Period–Cohort Framework for Profit and Profit Volatility Modeling
The greatest source of failure in portfolio analytics is not individual models that perform poorly, but rather an inability to integrate models quantitatively across management functions. The separable components of age–period–cohort models provide a framework for integrated credit risk modeling acr...
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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2024-05-01
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| Serier: | Mathematics |
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| Online adgang: | https://www.mdpi.com/2227-7390/12/10/1427 |
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