Downturn loss given default: mixture distribution estimation (Q2514828): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:41, 3 February 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)
0 references
4 February 2015
0 references
downturn LGD
0 references
mixture model
0 references
EM algorithm
0 references
mixed random variable
0 references
