Quantile regression for modelling distributions of profit and loss (Q2643979)
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scientific article; zbMATH DE number 5183252
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| default for all languages | No label defined |
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| English | Quantile regression for modelling distributions of profit and loss |
scientific article; zbMATH DE number 5183252 |
Statements
Quantile regression for modelling distributions of profit and loss (English)
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27 August 2007
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regression
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Basel II
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credit scoring
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haircut distribution
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kernel regression
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loss given default
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profit assessment
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revenue modelling
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0.7514923810958862
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0.7494493126869202
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0.7408860921859741
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0.7372017502784729
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