Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche (Q6186818)
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scientific article; zbMATH DE number 7799326
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche |
scientific article; zbMATH DE number 7799326 |
Statements
Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche (English)
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2 February 2024
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probability of default
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binomial distribution
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beta-normal distribution
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Vasicek distribution
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Pluto-Tasche method
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0.6882818937301636
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0.6847323775291443
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0.6789848804473877
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0.6735374331474304
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