Further investigation of parametric loss given default modeling
Phillip Li, Min Qi, Xiaofei Zhang and Xinlei Zhao
| Year of publication: |
December 2016
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|---|---|
| Authors: | Li, Phillip ; Qi, Min ; Zhang, Xiaofei ; Zhao, Xinlei |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 4, p. 17-47
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| Subject: | bimdal distribution estimation | retransformation methods | gamma regression | inflated beta regression | two-step regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2016.215 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645433