Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator (Q4994164)
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scientific article; zbMATH DE number 7360284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator |
scientific article; zbMATH DE number 7360284 |
Statements
Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator (English)
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17 June 2021
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credit risk
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default probabilities
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calibration
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discrete intensity model
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maximum likelihood estimator
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logit model
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regularization
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model misspecification
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corrupted data
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interpretable machine learning
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