Pages that link to "Item:Q320980"
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The following pages link to A new mixture model for the estimation of credit card exposure at default (Q320980):
Displaying 4 items.
- Exposure at default models with and without the credit conversion factor (Q323002) (← links)
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- A transformer-based model for default prediction in mid-cap corporate markets (Q6167415) (← links)
- Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
