Downturn loss given default: mixture distribution estimation (Q2514828)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Downturn loss given default: mixture distribution estimation |
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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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