Application of the kNN-Based method and survival approach in estimating loss given default for unresolved cases
Year of publication: |
2023
|
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Authors: | Ptak-Chmielewska, Aneta ; Kopciuszewski, Paweł ; Matuszyk, Anna |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 2, Art.-No. 42, p. 1-14
|
Subject: | Loss Given Default | survival analysis | Cox proportional hazard model | unresolved cases | non-parametric model | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Statistische Bestandsanalyse | Duration analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
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