Investigating the Theory of Survival Analysis in Credit Risk Management of Facility Receivers: A Case Study on Tose'e Ta'avon Bank of Guilan Province

Nowadays, one of the most important topics in risk management of banks, financial, and credit institutions is credit risk management. In this research, the researchers used survival analytic methods for credit risk modeling in terms of the conditional distribution function of default time. As a prac...

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Bibliographic Details
Main Authors: maryam ameli, Reza Aghajan Nashtaei
Format: Article
Language:English
Published: Islamic Azad University, Rasht Branch 2018-06-01
Series:Iranian Journal of Optimization
Subjects:
Online Access:http://ijo.iaurasht.ac.ir/article_533467_4aa0c93f95471e94893a49df79c61edf.pdf