美國未上市產險公司違約風險預測-以KMV公司之PFM模型為例
碩士 === 國立政治大學 === 風險管理與保險研究所 === 94 === This theme is to measure the default probabilities of private P&C firms’ default in the U.S A. The model this paper used is called PFM (Private Firms Model). The asset value and asset volatility could be found by this model, but we must assume that the ass...
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| Format: | Others |
| Language: | zh-TW |
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2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84914159943727781591 |