Benchmarking regression algorithms for loss given default modeling
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
|
Subject: | Kreditrisiko | Credit risk | Benchmarking | Regressionsanalyse | Regression analysis | Algorithmus | Algorithm | Schätztheorie | Estimation theory | Basler Akkord | Basel Accord |
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