Loss given default decomposition using mixture distributions of in-default events (Q2030491)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Loss given default decomposition using mixture distributions of in-default events |
scientific article |
Statements
Loss given default decomposition using mixture distributions of in-default events (English)
0 references
7 June 2021
0 references
risk management
0 references
loss given default
0 references
probability of cure
0 references
probability of write-off
0 references
recovery rate
0 references
0 references
0 references
0 references
