Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Yuta Tanoue and Satoshi Yamashita
| Year of publication: |
2019
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|---|---|
| Authors: | Tanoue, Yuta ; Yamashita, Satoshi |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 21.2018/2019, 4, p. 19-37
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| Subject: | risk management | credit risk | loss given default (LGD) | bossting | Platt scaling | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Theorie | Theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2019.405 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012059863