Downturn loss given default : mixture distribution estimation

Raffaella Calabrese

Year of publication:	2014
Authors:	Calabrese, Raffaella
Published in:	European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 237.2014, 1 (16.8.), p. 271-277
Subject:	Downturn LGD \| Mixture model \| EM algorithm \| Mixed random variable \| Kreditrisiko \| Credit risk \| Statistische Verteilung \| Statistical distribution \| Algorithmus \| Algorithm \| Konjunktur \| Business cycle \| Schätztheorie \| Estimation theory

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010378609

A service of the