| Title | Binominio ir susijusių skirstinių taikymai įsipareigojimų nevykdymo tikimybei vertinti / |
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| Translation of Title | Applications of binomial and related distributions to estimate probability of default. |
| Authors | Krisiukėnaitė, Monika |
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| Pages | 31 |
| Abstract [eng] | This paper will review Pluto and Tache's method for estimating the probability of default in low-risk portfolios. We will associate the case where defaults depend on the systemic factor with beta and multivariate normal distributions. In addition, we will provide calculation examples and compare them. |
| Dissertation Institution | Vilniaus universitetas. |
| Type | Master thesis |
| Language | Lithuanian |
| Publication date | 2023 |