EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Loss given default distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Central limit theorem 1 Conditional independence 1 Convolution 1 Credit risk 1 Defaulted-debt portfolio 1 Forecasting model 1 Kreditrisiko 1 Loss given default distribution 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Prognoseverfahren 1 Risikomaß 1 Risk measure 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Unconditional distribution 1 Wahrscheinlichkeitsrechnung 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Chu, Chih-Kang 1 Hwang, Ruey-Ching 1
Published in...
All
Journal of financial services research : JFSR 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...