Nonparametric estimation of the probability of default in credit risk.

Author

Peláez Suárez, Rebeca

Academic year of defense

2021/2022

Date of defense

24/11/2022

Center of defense

Aula de Graos Víctor Gulías da Facultade de Informática

PhD

5017V01 - PhD in Statistics and Operational Research

Supervisor(s)

  • Cao Abad, Ricardo José
  • Vilar Fernández, Juan Manuel

Committee

  • Presidente/a: Vilar Fernández, José Antonio
  • Secretario/a: GUILLEN ESTANY, MONTSERRAT
  • Vocal: Sperlich, Stefan

University of A Coruña Repository