Heterogeneities among credit risk parameter distributions : the modality defines the best estimation method
Year of publication: |
2023
|
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Authors: | Gürtler, Marc ; Zöllner, Marvin |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 1436-6304, ZDB-ID 1467029-X. - Vol. 45.2023, 1, p. 251-287
|
Subject: | Global Credit Data | LGD Distributions | Machine Learning | Parameter Estimation | Risk Management | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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