Comparison study of two-step LGD estimation model with probability machines
Yuta Tanoue, Satoshi Yamashita, Hideaki Nagahata
| Year of publication: |
2020
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|---|---|
| Authors: | Tanoue, Yuta ; Yamashita, Satoshi ; Nagahata, Hideaki |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 22.2020, 3, p. 155-177
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| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-020-00059-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012297629