A mixture model for credit card exposure at default using the GAMLSS framework

Suttisak Wattanawongwan, Christophe Mues, Ramin Okhrati, Taufiq Choudhry, Mee Chi So

Year of publication:	2023
Authors:	Wattanawongwan, Suttisak ; Mues, Christophe ; Okhrati, Ramin ; Choudhry, Taufiq ; So, Mee Chi
Published in:	International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 503-518
Subject:	Basel Accords \| Credit cards \| Exposure at default \| Generalised additive model \| Risk analysis \| Kreditkarte \| Credit card \| Basler Akkord \| Basel Accord \| Kreditrisiko \| Credit risk \| Insolvenz \| Insolvency \| Theorie \| Theory

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