A nonparametric approach to incorporating incomplete workouts into loss given default estimates

Grazia Rapisarda; David Echeverry

Year of publication:	2013
Authors:	Rapisarda, Grazia ; Echeverry, David
Published in:	The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013, 2, p. 47-61
Subject:	Kreditrisiko \| Credit risk \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Insolvenz \| Insolvency

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