Pages that link to "Item:Q2643979"
From MaRDI portal
The following pages link to Quantile regression for modelling distributions of profit and loss (Q2643979):
Displaying 11 items.
- Development and application of consumer credit scoring models using profit-based classification measures (Q144224) (← links)
- ``Time-to-profit scorecards for revolving credit'' (Q320955) (← links)
- Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
- Quantile regression for robust bank efficiency score estimation (Q1042513) (← links)
- Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399) (← links)
- Fairness in credit scoring: assessment, implementation and profit implications (Q2060424) (← links)
- Nonparametric quantile frontier estimation under shape restriction (Q2255990) (← links)
- Predicting recovery rates using logistic quantile regression with bounded outcomes (Q5001171) (← links)
- The Neglog Transformation and Quantile Regression for the Analysis of a Large Credit Scoring Database (Q5757802) (← links)
- Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
- Some properties of the maximum loss on loan portfolios (Q6536486) (← links)