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M. Malik, Lyn C. Thomas. Modelling credit risk of portfolio of consumer loans. JORS, 61(3):411-420, 2010. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan modelsLyn C. Thomas. mcs, 79(8):2525-2534, 2009. [doi]
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