From power curves to discriminative power : measuring model performance of LGD models
Robert Frontczak, Michael Jaeger, Bernd Schumacher
| Year of publication: |
August 2017
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|---|---|
| Authors: | Frontczak, Robert ; Jaeger, Michael ; Schumacher, Bernd |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 3, p. 657-670
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| Subject: | LGD Model | Lorenz Curve | Gini Index | Power Ratio | Lorenz-Kurve | Lorenz curve | Gini-Koeffizient | Gini coefficient | Theorie | Theory | Kreditrisiko | Credit risk | Macht | Power |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.73034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011752442