Dependent default and recovery: Markov chain Monte Carlo study of downturn loss given default credit risk model (Q4638469)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6867027
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dependent default and recovery: Markov chain Monte Carlo study of downturn loss given default credit risk model |
scientific article; zbMATH DE number 6867027 |
Statements
Dependent default and recovery: Markov chain Monte Carlo study of downturn Loss Given Default credit risk model (English)
0 references
8 May 2018
0 references
credit risk
0 references
Markov chain Monte Carlo
0 references
Bayesian inference
0 references
0.8065353035926819
0 references
0.7634187340736389
0 references
0.7370822429656982
0 references
0.7246647477149963
0 references
0.7219464182853699
0 references
