The effect of variant sample sizes and default rates on validation metrics for probabillity of default models
David Li; Ruchi Bhariok; Radu Neagu
| Year of publication: |
2011
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| Authors: | Li, David ; Bhariok, Ruchi ; Neagu, Radu |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 5.2011/12, 4, p. 49-74
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911511