Downturn loss given default: mixture distribution estimation (Q2514828)
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scientific article; zbMATH DE number 6396806
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| default for all languages | No label defined |
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| English | Downturn loss given default: mixture distribution estimation |
scientific article; zbMATH DE number 6396806 |
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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0.8065353035926819
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0.7736614942550659
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0.7605990767478943
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0.6948752403259277
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0.6934525966644287
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