Benchmarking regression algorithms for loss given default modeling
Gert Loterman; Iain Brown; David Martens; Christophe Mues; Bart Baesens
| Year of publication: |
2012
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|---|---|
| Authors: | Loterman, Gert ; Brown, Iain ; Martens, David ; Mues, Christophe ; Baesens, Bart |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 1, p. 161-170
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| Subject: | Kreditrisiko | Credit risk | Benchmarking | Regressionsanalyse | Regression analysis | Algorithmus | Algorithm | Schätztheorie | Estimation theory | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009581995