Search Results - subject:"Unconditional distribution"

Predicting LGD distributions with mixed continuous and discrete ordinal outcomes

Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: International journal of forecasting 36 (2020) 3, pp. 1003-1022

Persistent link: https://www.econbiz.de/10012497162

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

Net wealth across the euro area - why household structure matters and how to control for it

Fessler, Pirmin; Lindner, Peter; Segalla, Esther - European Central Bank - 2014

We study the link between household structure and cross country differences in the wealth distribution using a recently compiled data set for the euro area (HFCS). We estimate counterfactual distributions using non-parametric re-weighting to examine the extent to which differences in the...

Persistent link: https://www.econbiz.de/10011067278

Net wealth across the euro area - why household structure matters and how to control for it

Fessler, Pirmin; Lindner, Peter; Segalla, Esther - 2014

Persistent link: https://www.econbiz.de/10011605708

Essays in survey-based economic household analysis

Lindner, Peter - 2013

Diese Dissertation beinhaltet vier Artikel. Im ersten Artikel werden Daten zu (finanziellem) Vermögen und Einkommen in Österreich anhand einer Faktorzerlegung der Verteilung dieser Indikatoren analysiert. Zu den Ergebnissen zählt die Dokumentation der Unterschiede zwischen Einkommen und...

Persistent link: https://www.econbiz.de/10011849754

A logistic regression point of view toward loss given default distribution estimation

Hwang, Ruey-Ching; Chu, Chih-Kang - In: Quantitative finance 18 (2018) 3, pp. 419-435

Persistent link: https://www.econbiz.de/10011906390