Downturn loss given default: mixture distribution estimation (Q2514828): Difference between revisions
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| Property / DOI: 10.1016/j.ejor.2014.01.043 / rank | |||
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| Property / OpenAlex ID: W1988981281 / rank | |||
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| Property / cites work: Q3331506 / rank | |||
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| Property / cites work: Q4139463 / rank | |||
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| Property / DOI: 10.1016/J.EJOR.2014.01.043 / rank | |||
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Latest revision as of 03:52, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Downturn loss given default: mixture distribution estimation |
scientific article |
Statements
Downturn loss given default: mixture distribution estimation (English)
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4 February 2015
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downturn LGD
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mixture model
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EM algorithm
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mixed random variable
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