@misc{Barczak_Stanisław_Modele_2005,
 author={Barczak, Stanisław and Wójciak, Mirosław},
 year={2005},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2005; nr 1088, t. 1, s. 22-33},
 language={pol},
 abstract={This paper presents chosen aspects of credit decisions made by the bank in its relationship with the company. The classical decision-making model which is introduced in this article is directly combined with estimation of credit risk and shows so-called traditional 'bank - company' approach. This model is based on the results of the credit risk measurement achieved from the Moody's KMV model Additionally, in the paper the discussion about adopting a 'bank - company' game on the basis of game theory takes place. To solve this problem the scheme of the Nash arbitrage theory was implemented as it is widely used in nonzero-sum games. (original abstract)},
 type={artykuł},
 title={Modele gier decyzyjnych minimalizujące ryzyko kredytowe},
}