Loss given default decomposition using mixture distributions of in-default events (Q2030491): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2020.11.034 / rank | |||
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| Property / OpenAlex ID: W3107724528 / rank | |||
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| Property / cites work: Systematic effects among loss given defaults and their implications on downturn estimation / rank | |||
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Latest revision as of 22:45, 25 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Loss given default decomposition using mixture distributions of in-default events |
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Loss given default decomposition using mixture distributions of in-default events (English)
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7 June 2021
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risk management
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loss given default
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probability of cure
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probability of write-off
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recovery rate
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