Using the Bayesian sampling method to estimate corporate loss given default distribution
Xiaofei Zhang, Xinlei Zhao
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Xiaofei ; Zhao, Xinlei |
| Subject: | Bayesian | Bi-modal distribution | Finance | Loss given default | Zero-one-inflated beta model | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Verlust | Loss | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101540 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179516