Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method (Q6103193)
From MaRDI portal
scientific article; zbMATH DE number 7701336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method |
scientific article; zbMATH DE number 7701336 |
Statements
Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method (English)
0 references
26 June 2023
0 references
risk management
0 references
parameter estimation
0 references
LGD distributions
0 references
machine learning
0 references
global credit data
0 references
